Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt
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More about this item
KeywordsEuropean sovereign debt; MTS; Network; Connectedness; Return; Volatility;
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-05-28 (All new papers)
- NEP-EEC-2016-05-28 (European Economics)
- NEP-NET-2016-05-28 (Network Economics)
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