Granger-causality in peripheral EMU public debt markets: A dynamic approach
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DOI: 10.1016/j.jbankfin.2013.05.002
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More about this item
Keywords
Sovereign bond yields; Granger-causality; Time-varying approach; Euro area; Peripheral EMU countries;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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