COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?

7 summarizes the three regimes of the response coefficients: highly significant and explosive (in red, for t ̄ = 3 ∕ 5 , ... , 3 ∕ 9 ), low and not strongly significant (in blue, for t ̄ = 3 ∕ 10 , ... , 3 ∕ 16 ), and close to zero and not significant at all (in green, for t ̄ = 3 ∕ 17 , ... , 3 ∕ 25 ).

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