CONTAGION AND DIVERGENCE ON SOVEREIGN BOND MARKETS
The paper gives evidence for significant interdependency between sovereign bond yields during pre-crisis period as well as after the recent global debt crisis broke out. These interdependencies can be classified either as contagion or divergence. Both effects should be understood as an increase in i...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Nicolaus Copernicus University in Toruń
2018-06-01
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| coleção: | Copernican Journal of Finance & Accounting |
| Assuntos: | |
| Acesso em linha: | https://apcz.umk.pl/CJFA/article/view/17219 |
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