The euro area sovereign debt crisis: Identifying flight-to-liquidity and the spillover mechanisms

Journal of Empirical Finance

Volumn 26, Issue , 2014, Pages 150-170

  De Santis, Roberto A ^a  

^a EUROPEAN CENTRAL BANK   (Germany)

Author keywords

Credit ratings; F36; G15; Sovereign spreads; Spillovers

Indexed keywords

EID: 84898538741     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2013.12.003     Document Type: Article

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