Safe haven or contagion? The disparate effects of Euro-zone crises on non-Euro-zone neighbours

While there have been many studies that examine contagion within the Euro-zone, this paper investigates the potential contagion from changes in the Greek sovereign risk premium over 2009-2016, as measured by the yield on 10 year government bonds, to six European countries outside of the Euro-zone al...

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Bibliographic Details
Main Authors: Graham Bird, Wenti Du, Eric Pentecost, Thomas Willett
Format: Default Article
Published: 2017
Subjects:
Other economics not elsewhere classified
Safe haven effects
Contagion
Sovereign risk premia
Multivariate GARCH
Economics not elsewhere classified
Online Access:https://hdl.handle.net/2134/27173
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https://hdl.handle.net/2134/27173

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