Testing for Regime Changes in Greek Sovereign Debt Crisis
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Bibliographic InfoArticle provided by Springer in its journal International Advances in Economic Research.
Volume (Year): 17 (2011)
Issue (Month): 3 (August)
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Web page: http://www.springerlink.com/link.asp?id=112112
Threshold cointegrated; Greek sovereign debt; Spreads over bund; CDS; ML Estimation; G12; G14; G15;
Find related papers by 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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