@article{kchaou:hal-04080320, TITLE = {{The Dynamics of Contagion and Behavior of the Euro Area Sovereign Bond Markets}}, AUTHOR = {Kchaou, Oussama and Ben Sassi, Salim and Bellalah, Makram}, URL = {https://u-picardie.hal.science/hal-04080320}, JOURNAL = {{Bankers Markets \& Investors : an academic \& professional review}}, PUBLISHER = {{Groupe Banque}}, VOLUME = {170}, NUMBER = {3}, PAGES = {14-46}, YEAR = {2022}, MONTH = Dec, DOI = {10.54695/bmi.170.6938}, KEYWORDS = {Contagion ; European Sovereign Debt Crisis ; EMU sovereign bond spreads ; Macroeconomic fundamentals ; Synchronization and Intensity measures ; APARCH-ADCC model ; Markov Switching Dynamic Regression model}, HAL_ID = {hal-04080320}, HAL_VERSION = {v1}, }