Disentangling contagion among sovereign CDS spreads during the European debt crisis
نویسندگان
چکیده
منابع مشابه
Do words matter? The impact of communication on the PIIGS' CDS and bond yield spreads during Europe's sovereign debt crisis
Article history: Received 8 December 2011 Received in revised form 29 August 2013 Accepted 31 August 2013 Available online 17 September 2013 The paper aims to shed light on the role of communication in the European debt crisis. It examines the effects of public statements by ECB Governing Council members, EU officials and national representatives on the PIIGS' CDS and bond yield spreads. The fo...
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ژورنال
عنوان ژورنال: Journal of Empirical Finance
سال: 2015
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2015.03.010