Is Contagion Infecting Your Portfolio? A Study of the Euro Sovereign Debt Crisis
Dirk G. Baur and Gunter Löffler
The Journal of Fixed Income Winter 2016, 25 (3) 46-57; DOI: https://doi.org/10.3905/jfi.2016.25.3.046
Dirk G. Baur
is an associate professor of finance at Kühne Logistics University in Hamburg, Germany.
Gunter Löffler
is a professor of finance at the Institute of Finance at Ulm University in Ulm, Germany.
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Is Contagion Infecting Your Portfolio? A Study of the Euro Sovereign Debt Crisis
Dirk G. Baur, Gunter Löffler
The Journal of Fixed Income Dec 2015, 25 (3) 46-57; DOI: 10.3905/jfi.2016.25.3.046