Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
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- Grammatikos, Theoharry & Vermeulen, Robert, 2012. "Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 517-533.
- 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.
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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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-09 (All new papers)
- NEP-CBA-2011-04-09 (Central Banking)
- NEP-EEC-2011-04-09 (European Economics)
- NEP-IFN-2011-04-09 (International Finance)
- NEP-OPM-2011-04-09 (Open Economy Macroeconomics)
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