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Contagion in EU sovereign yield spreads
Afonso, António; Felix, Ana Catarina RamosSince the beginning of the sovereign debt crisis in the Euro Area, a main concern for European leaders is the prevention of the possible contagion from distressed countries. In our research, we assess if there is a spillover effect from those countries and which determinants can be considered transmission mechanisms of the sovereign debt crisis. We use a panel of 13 EU countries (Austria, Belgium, Denmark, Finl...
Contagion in sovereign yield spreads
Félix, Ana Catarina RamosMestrado em Economia Monetária e Financeira ; Since the beginning of the sovereign debt crisis in the Euro Area, the main concern for the European leaders is to prevent against the possible contagion from the distress countries, as Greece, Ireland and Portugal. In our research, we will try to understand if there is a spillover effect from the countries mentioned before and which determinants can be considered ...
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