Granger-causality in peripheral EMU public debt markets: A dynamic approach

Journal of Banking and Finance

Volumn 37, Issue 11, 2013, Pages 4627-4649

  Gómez Puig, Marta ^a   Sosvilla Rivero, Simón ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

Euro area; Granger causality; Peripheral EMU countries; Sovereign bond yields; Time varying approach

Indexed keywords

EID: 84884165756     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2013.05.002     Document Type: Article

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