Relations between yields of government bonds in GIIPS countries during the sovereign debt crisis in the EMU
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003634" target="_blank" >RIV/47813059:19520/15:#0003634 - isvavai.cz</a>
Result on the web
<a href="http://www.ekf.vsb.cz/hpveu/en/09-proceedings/2015-proceedings/" target="_blank" >http://www.ekf.vsb.cz/hpveu/en/09-proceedings/2015-proceedings/</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Relations between yields of government bonds in GIIPS countries during the sovereign debt crisis in the EMU
Original language description
The aim of the paper is to estimate how a volatility of yields of the Greek bonds affects yields volatilities of bonds in selected European countries during the period of the sovereign debt crisis in the EMU. We obtained data for 10 years bonds in weeklyfrequency from January 2006 till the end of December 2014. To make a comparison of pre-crisis period we firstly investigate a bond yield's volatility before 15th September 2008, when U.S. Leman Brothers bankrupted and the global financial crisis had been reflected in full. However, a period of the global financial crisis could also negatively affect to the development of government bonds. Therefore, the period after Leman Brothers' bankruptcy has been excluded and our crisis period starts after 23rd April 2010, when Greece asked the IMF for its financial help and the sovereign debt crisis had been reflected in full.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 13th International Conference ECONOMIC POLICY IN THE EUROPEAN UNION MEMBER COUNTRIES
ISBN
978-80-248-3796-3
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
793-801
Publisher name
VŠB - TU Ostrava
Place of publication
Ostrava
Event location
Karolinka, Beskydy
Event date
Sep 2, 2015
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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