An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk

AbstractThis paper uses learning methods and optimization techniques to investigate the determinants of shock propagation in the Euro area for the period 2001–2015. First, principal component analyses are used with country bond yields to identify sub-periods and country groups; second, influencing f...

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Bibliographic details
Main Author: Altınbaş, Hazar
Pacelli, Vincenzo
Sica, Edgardo
Format: Journal Article
Language: English
Place of publication: 08.03.2021
published in: Italian Economic Journal
ORCID: 0000-0001-9054-8309
Data of publication: 2021-03-08
ISSN: 2199-322X
EISSN: 2199-3238
Online Access: Fulltext
Database: CrossRef
Database information Databases - DBIS