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- Revista de economía mundial -- V. 42., (2016)
- Browsing Revista de economía mundial -- V. 42., (2016) by Author
Browsing Revista de economía mundial -- V. 42., (2016) by Author "Gajewski, Pawel"
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Sovereign spreads and financial market behaviour before and during the crisis
Gajewski, Pawel (Universidad de Huelva, 2016)This paper aims at shedding some light on the mechanisms of pricing the EMU countries’ sovereign bonds in financial markets. Employing the Augmented Mean Group (AMG) estimator, we find that major changes have occurred in ...