Export Publication

The publication can be exported in the following formats: APA (American Psychological Association) reference format, IEEE (Institute of Electrical and Electronics Engineers) reference format, BibTeX and RIS.

Export Reference (APA) 
Ferreira, N. B., Menezes, R. & Bentes, S. (2014). Cointegration and Structural Breaks in the EU Sovereign Debt Crisis. International Journal of Latest Trends in Finance and Economics Sciences. 4 (1), 680-690
Export Reference (IEEE) 
N. R. Ferreira et al.,  "Cointegration and Structural Breaks in the EU Sovereign Debt Crisis", in Int. Journal of Latest Trends in Finance and Economics Sciences, vol. 4, no. 1, pp. 680-690, 2014
Export BibTeX 
@article{ferreira2014_1765574746292,
	author = "Ferreira, N. B. and Menezes, R. and Bentes, S.",
	title = "Cointegration and Structural Breaks in the EU Sovereign Debt Crisis",
	journal = "International Journal of Latest Trends in Finance and Economics Sciences",
	year = "2014",
	volume = "4",
	number = "1",
	pages = "680-690",
	url = "http://ojs.excelingtech.co.uk/index.php/IJLTFES"
}
Export RIS 
TY  - JOUR
TI  - Cointegration and Structural Breaks in the EU Sovereign Debt Crisis
T2  - International Journal of Latest Trends in Finance and Economics Sciences
VL  - 4
IS  - 1
AU  - Ferreira, N. B.
AU  - Menezes, R.
AU  - Bentes, S.
PY  - 2014
SP  - 680-690
SN  - 2047-0916
UR  - http://ojs.excelingtech.co.uk/index.php/IJLTFES
AB  - First signs of a sovereign debt crisis spread among financial players in the late 2009 as a result of the growing private and government debt levels worldwide. Late 2010, Trichet (then President of the ECB) stated that the sovereign debt crisis in Europe had become systemic. In an established crisis context, it was searched for evidence of structural breaks and cointegration between interest rates and stock market prices. A 13 year time-window was used in six European markets under stress. The results identified significant structural breaks at the end of 2010 and consistently rejected the null hypothesis of no cointegration.
ER  -