I am analysing the effects of some Central Bank's policies on asset prices. Among others, daily 5y and 10y Greek government bond yields are part of my dataset. Data are fromm Datastream.
I know that Greece was hit by the sovereign debt crisis from 2011, and that this led to haircuts on debt owed to private investors in 2011, but what is the exact reason for the stale prices that occured for both assets from the end of 2011 untile the first months of 2012? Do you think that I can use these time series as they are? How would you address the issue? Thank you.