Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates
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- Theoharry Grammatikos & Robert Vermeulen, 2010. "Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates," LSF Research Working Paper Series 10-13, Luxembourg School of Finance, University of Luxembourg.
- Theoharry Grammatikos & Robert Vermeulen, 2011. "Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates," DNB Working Papers 287, Netherlands Central Bank, Research Department.
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More about this item
KeywordsFinancial crisis; Euro exchange rate; EMU; Equity markets; Sovereign debt;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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