This research examines the effects of sovereign downgrades on European financial markets between 2005 and 2012. Vector Autoregression (VAR) techniques are used to investigate the presence of contagion effects after a sovereign downgrade across equity indices. five year Credit Default Swaps (CDS) and ten year government bonds of the investigated European states. Sovereign downgrades ar... https://jalyttlers.shop/product-category/table-cloth/