How are interbank and sovereign debt markets linked? Evidence from 14 OECD countries, the Euro area and Russia
The paper explores causal linkages between interbank and sovereign bond markets in 14 OECD countries, the Euro area and Russia during the 2008-2009 crisis and post-crisis period. The analysis has been carried out for individual countries and in a multivariate framework. It enables to identi...
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| Format: | Article |
| Language: | English |
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Economists' Association of Vojvodina
2014-01-01
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| Series: | Panoeconomicus |
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| Online Access: | http://www.doiserbia.nb.rs/img/doi/1452-595X/2014/1452-595X1403331S.pdf |