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Financial crises / Covariance and correlation / Late-2000s financial crisis / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Euro / Credit default swap / Bond / Economics / Statistics / Economic history


Kitty Moloney, Neill Killeen & Oliver Gilvarry1 Economic Letter Series A Fragmentation Indicator for Euro Area Sovereign Bond Markets
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Document Date: 2015-05-07 06:16:28

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File Size: 1,13 MB

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City

Munich / /

Company

Pearson / Euro Area Sovereign Bond / Bank of Ireland / Thomson Reuters / German Bunds (dashed line represents the threshold of 0.7) Spa / Financial Review / CRC Press / /

Country

Germany / Belgium / France / Austria / United States / Netherlands / Italy / Portugal / United Kingdom / Sweden / Finland / Spain / Greece / Ireland / /

Currency

EUR / /

/

Event

Reorganization / /

Organization

Markets Authority / Euro Area Sovereign Bond Markets and Markets Authority / Committee for Economic and Market Analysis / /

Person

Kitty Moloney / Trevor Fitzpatrick / Neill Killeen / David Cronin / Gareth Murphy / Robert Kelly / /

Position

RT / Corresponding author / /

ProvinceOrState

Florida / /

PublishedMedium

Elsevier / Journal of Finance / Forbes / /

Technology

Data Mining / /

URL

http /

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