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public debt, auctions, yield movements, euro-zone, crisis, Italy, Germany, event study, primary dealers, bid-to-cover ratio
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auctions, bid-to-cover ratio, crisis, euro-zone, event study, Germany, Italy, primary dealers, public debt, yield movements
eurozone, SMP, crisis, sovereign debt, realized covariances, spillovers
crisis, Eurozone, realized covariances, SMP, sovereign debt, spillovers
co-movement, Euro-intelligence, GIIPS, interest rate spreads, new variables, non-GIIPS, spill-overs