Generalised Autoregressive Conditional Heteroskedasticity Modeling of One-Year Maturity Government Bonds of Greece During Sovereign Debt Crisis of Eurozone in 2010

The relevance is determined by the need to investigate the 2010 eurozone sovereign debt crisis and the factors that led to it. These factors range from a combination of international trade imbalances, the impact of the global crisis from 2007 to 2012, the failure of European governments' bailou...

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Bibliographic Details
Main Authors: Luka Mariyanovich Baryshych, Dieudonne Dusengumukiza
Format: Article
Language:English
Published: Mukachevo State University 2020-06-01
Series:Науковий вісник Мукачівського державного університету. Серія Економіка
Subjects:
Online Access:https://economics-msu.com.ua/en/journals/tom-7-1-2020/uzagalnene-modelyuvannya-avtoregresiynoyi-umovnoyi-geteroskedastichnosti-odnorichnikh-derzhavnikh-obligatsiy-gretsiyi-pid-chas-krizi-suverennogo-borgu-yevrozoni-u-2010-rotsi