Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7366029 | Journal of International Money and Finance | 2013 | 12 Pages |
Abstract
⺠We examine contagion during the 2010 Greek sovereign debt crisis. ⺠We distinguish between news about Greece and news about a Greek bailout. ⺠News about Greece affects stock prices of Greek banks, but not of other EU banks. ⺠News about a Greek bailout affects stock prices of Greek and other EU banks. ⺠Both types of news affect bond prices of other highly indebted euro countries.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Mark Mink, Jakob de Haan,