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://tvtdogiq3erw8r.tokka-blog.com/35182779/surface-circulation-properties-in-the-eastern-mediterranean-emphasized-using-machine-learning-methods