The euro area sovereign crisis: monitoring spillovers and contagion

Gianni Amisano and Oreste Tristani

Research Bulletin, 2011, vol. 14, 2-4

Abstract: The euro area sovereign crisis has progressively affected more and more countries. Is this a manifestation of financial contagion, or are sovereign bond prices consistent with domestic fundamentals, which are correlated across countries? This article summarises results from recent ECB research which attempts to answer these questions. JEL Classification: E0

Keywords: euro area sovereign bond crisis; contagion (search for similar items in EconPapers)
Date: 2011-10
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Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbrbu:2011:0014:1

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