A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
Shuyi Ge
| Year of publication: |
2023
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|---|---|
| Authors: | Ge, Shuyi |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 146.2023, p. 1-30
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| Subject: | Contagion | Inter-dependence | Regime-switching | Mutual excitation | Sovereign credit risk | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Eurozone | Euro area | Schuldenkrise | Debt crisis | Schätzung | Estimation | Markov-Kette | Markov chain | Finanzkrise | Financial crisis | Schock | Shock | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2022.104565 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014478151