GIIPS Bilateral Analysis
You can switch between country pairs using the dropdown menu
This page reports bilateral spillovers between the GIIPS sovereigns -- Greece, Ireland, Italy, Portugal and Spain
The plots focus on specific events:
SM: Bernanke’s subprime warning, 06-Mar-07
BS: JP Morgan acquires Bear Stearns, 17-Mar-08
LB: Failure of Lehman Brothers, 15-Sep-08
GR1: Greek aid request , 23-Apr-10
IE: Irish aid request, 22-Nov-10
PT: Portuguese aid request, 06-Apr-11
GR2: Agreement re: 2nd Greek bailout, 21-Feb-12
GRS: Agreement re: Greek debt-swap, 09-Mar-12
ES: Spanish aid request, 25-Jun-12
GRD: Greece misses IMF deadline, 30-Jun-2015
The box marks the interquartile range of the spillover density and the whiskers mark the 5-95% interval
The value of the chosen GIIPS bilateral spillover is shown as a dot