Thesis Collection
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Browsing Revista de economía mundial -- V. 42., (2016) by Title
Now showing items 8-10 of 10
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Sovereign spreads and financial market behaviour before and during the crisis
(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 ...
