Greek government‐debt crisis events and European financial markets : news surprises on Greek bond yields and inter‐relations of European financial markets

Gkillas, K., Katsiampa, P. orcid.org/0000-0003-0477-6503, Vortelinos, D.I. et al. (1 more author) (2022) Greek government‐debt crisis events and European financial markets : news surprises on Greek bond yields and inter‐relations of European financial markets. International Journal of Finance & Economics. ISSN 1076-9307

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Copyright, Publisher and Additional Information: © 2022 John Wiley & Sons Ltd. This is an author-produced version of a paper subsequently published in International Journal of Finance and Economics. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: contagion; correlation jumps; Greek debt crisis; realized correlation
Dates:
  • Accepted: 16 April 2022
  • Published (online): 18 May 2022
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 04 Aug 2022 07:07
Last Modified: 04 Aug 2022 07:07
Status: Published online
Publisher: Wiley
Refereed: Yes
Identification Number: https://doi.org/10.1002/ijfe.2634

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