Causality and Contagion in EMU Sovereign Debt Markets

This paper contributes to the literature by applying the Granger-causality approach and endogenous breakpoint test to offer an operational definition of contagion to examine European Economic and Monetary Union (EMU) countries public debt behavior. A database of yields on 10-year government bonds is...

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Detalhes bibliográficos
Autores: Gómez-Puig, Marta, Sosvilla Rivero, Simón
Tipo de documento: artigo
Estado:Versión aceptada para publicación
Data de publicação:2014
País:España
Recursos:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositório:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2445/106965
Acesso em linha:https://hdl.handle.net/2445/106965
Access Level:Acceso aberto
Palavra-chave:Unions monetàries
Mercat financer
Liquiditat (Economia)
Crèdit
Monetary unions
Financial market
Liquidity (Economics)
Credit
Descrição
Resumo:This paper contributes to the literature by applying the Granger-causality approach and endogenous breakpoint test to offer an operational definition of contagion to examine European Economic and Monetary Union (EMU) countries public debt behavior. A database of yields on 10-year government bonds issued by 11 EMU countries covering fourteen years of monetary union is used. The main results suggest that the 41 new causality patterns, which appeared for the first time in the crisis period, and the intensification of causality recorded in 70% of the cases provide clear evidence of contagion in the aftermath of the current euro debt crisis.