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1.
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The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It tests for contagion (i.e., an intensification in the [...]
2015 | Text | Staff Working Paper - Document de travail du personnel |
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We analyze the transmission of the 2007 to 2009 financial crisis to 415 country-industry equity portfolios. We use a factor model to predict crisis returns, defining unex[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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