The Greek Sovereign Debt Crisis: Testing for Regime Changes
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KeywordsThreshold cointegration; Greek sovereign debt; Spreads over bund; CDS; ML Estimation;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-03-26 (All new papers)
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