The Greek Sovereign Debt Crisis: Testing for Regime Changes
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References listed on IDEAS
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Cited by:
- Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014.
"Testing for a break in the persistence in yield spreads of EMU government bonds,"
Journal of Banking & Finance, Elsevier, vol. 41(C), pages 109-118.
- Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2013. "Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds," Hannover Economic Papers (HEP) dp-517, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Jason Seligman, 2012. "Support of State and Local Finance under Persistent Federal Deficits," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(4), pages 383-395, November.
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More about this item
Keywords
Threshold cointegration; Greek sovereign debt; Spreads over bund; CDS; ML Estimation;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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