Matches in SemOpenAlex for { <https://semopenalex.org/work/W3120310144> ?p ?o ?g. }
- W3120310144 endingPage "2157" @default.
- W3120310144 startingPage "2141" @default.
- W3120310144 abstract "The components of term structure of interest rate are an important element of the asset pricing models. This article studies the connectedness of the component of the sovereign yield curve across eleven earliest members of the Eurozone comprising six core countries (Germany, Netherlands, Finland, Austria, Belgium, France) and five peripheral countries (Greece, Ireland, Italy, Portugal and Spain) thus enabling us to analyse the short-, medium- and long-term yield curve dynamics of these eurozone economies. We document three distinct phases of connectedness described by the early eurozone period, global financial crisis and the European sovereign debt crises, and the period afterwards. We find a higher level of connectedness between the countries before the global financial crisis, which decreased to its lowest levels during the European debt crisis and is now rising back to higher levels following the European debt crisis. We find that, in general, the core countries are net transmitter of spillover, whereas, the peripheral countries are net receivers of spillover for the three components of the yield curve." @default.
- W3120310144 created "2021-01-18" @default.
- W3120310144 creator A5003712411 @default.
- W3120310144 creator A5021559309 @default.
- W3120310144 creator A5072039362 @default.
- W3120310144 date "2021-01-11" @default.
- W3120310144 modified "2023-10-05" @default.
- W3120310144 title "Spillover and risk transmission in the components of the term structure of eurozone yield curve" @default.
- W3120310144 cites W1482347338 @default.
- W3120310144 cites W1867152431 @default.
- W3120310144 cites W1969610664 @default.
- W3120310144 cites W1978032886 @default.
- W3120310144 cites W2009959303 @default.
- W3120310144 cites W2019459021 @default.
- W3120310144 cites W2035903161 @default.
- W3120310144 cites W2050815921 @default.
- W3120310144 cites W2077252204 @default.
- W3120310144 cites W2088737033 @default.
- W3120310144 cites W2096526352 @default.
- W3120310144 cites W2105204712 @default.
- W3120310144 cites W2125400847 @default.
- W3120310144 cites W2144055462 @default.
- W3120310144 cites W2149355983 @default.
- W3120310144 cites W2162126140 @default.
- W3120310144 cites W2165244445 @default.
- W3120310144 cites W2169310919 @default.
- W3120310144 cites W2342732192 @default.
- W3120310144 cites W2511150490 @default.
- W3120310144 cites W2569489199 @default.
- W3120310144 cites W2594426321 @default.
- W3120310144 cites W2600623282 @default.
- W3120310144 cites W2605843424 @default.
- W3120310144 cites W2758292813 @default.
- W3120310144 cites W2768777564 @default.
- W3120310144 cites W2770075183 @default.
- W3120310144 cites W2771804219 @default.
- W3120310144 cites W2783751525 @default.
- W3120310144 cites W2794156728 @default.
- W3120310144 cites W2795917550 @default.
- W3120310144 cites W2886359797 @default.
- W3120310144 cites W2888832810 @default.
- W3120310144 cites W2889410933 @default.
- W3120310144 cites W2894651458 @default.
- W3120310144 cites W2905582627 @default.
- W3120310144 cites W2910692488 @default.
- W3120310144 cites W2913555449 @default.
- W3120310144 cites W2941675756 @default.
- W3120310144 cites W2954293551 @default.
- W3120310144 cites W2966531912 @default.
- W3120310144 cites W2969343511 @default.
- W3120310144 cites W2982052620 @default.
- W3120310144 cites W2994951927 @default.
- W3120310144 cites W2995935373 @default.
- W3120310144 cites W3008218259 @default.
- W3120310144 cites W3020982786 @default.
- W3120310144 cites W3039434881 @default.
- W3120310144 cites W3048498352 @default.
- W3120310144 cites W3081909846 @default.
- W3120310144 cites W3087232675 @default.
- W3120310144 cites W3121231826 @default.
- W3120310144 cites W3121866278 @default.
- W3120310144 cites W3122186884 @default.
- W3120310144 cites W3123513234 @default.
- W3120310144 cites W3123933399 @default.
- W3120310144 cites W3124152576 @default.
- W3120310144 cites W3124194226 @default.
- W3120310144 cites W3124339043 @default.
- W3120310144 cites W3124477952 @default.
- W3120310144 cites W3125467025 @default.
- W3120310144 cites W3125841019 @default.
- W3120310144 cites W3125940441 @default.
- W3120310144 cites W4237295867 @default.
- W3120310144 cites W4253163276 @default.
- W3120310144 doi "https://doi.org/10.1080/00036846.2020.1856322" @default.
- W3120310144 hasPublicationYear "2021" @default.
- W3120310144 type Work @default.
- W3120310144 sameAs 3120310144 @default.
- W3120310144 citedByCount "16" @default.
- W3120310144 countsByYear W31203101442021 @default.
- W3120310144 countsByYear W31203101442022 @default.
- W3120310144 countsByYear W31203101442023 @default.
- W3120310144 crossrefType "journal-article" @default.
- W3120310144 hasAuthorship W3120310144A5003712411 @default.
- W3120310144 hasAuthorship W3120310144A5021559309 @default.
- W3120310144 hasAuthorship W3120310144A5072039362 @default.
- W3120310144 hasConcept C10138342 @default.
- W3120310144 hasConcept C120527767 @default.
- W3120310144 hasConcept C134121241 @default.
- W3120310144 hasConcept C139719470 @default.
- W3120310144 hasConcept C15744967 @default.
- W3120310144 hasConcept C162324750 @default.
- W3120310144 hasConcept C175025494 @default.
- W3120310144 hasConcept C176230804 @default.
- W3120310144 hasConcept C178350159 @default.
- W3120310144 hasConcept C18547055 @default.
- W3120310144 hasConcept C190974861 @default.
- W3120310144 hasConcept C191897082 @default.
- W3120310144 hasConcept C192562407 @default.