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• W2800989488 abstract "ABSTRACTWe examine the dependency between the European government bond markets around the recent sovereign debt crisis. A dynamic copula approach is used to model the time-varying dependence struct..." @default.
• W2800989488 created "2018-05-17" @default.
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• W2800989488 date "2018-05-09" @default.
• W2800989488 modified "2023-09-25" @default.
• W2800989488 title "Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach" @default.
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• W2800989488 doi "https://doi.org/10.1080/00036846.2018.1470313" @default.
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