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Maria do Rosario CORREIA,Christian GOKUS,Andrew Hughes HALLETT,Christian R. RICHTER
Pág. 350 - 376
JEL. C22, C58, G14, G15, H63, H68.
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Shaen Corbet
Pág. 83 - 92
This research examines the effects of sovereign downgrades on European financial markets between 2005 and 2012. Vector Autoregression (VAR) techniques are used to investigate the presence of contagion effects after a sovereign downgrade across equity ind...
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