An empirical assessment of the contagion determinants in the Euro area in a period of sovereign debt risk
Year of publication: |
2022
|
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Authors: | Altınbaş, Hazar ; Pacelli, Vincenzo ; Sica, Edgardo |
Published in: |
Italian economic journal : official peer-reviewed journal of the Italian Economic Association. - Berlin [u.a.] : Springer, ISSN 2199-3238, ZDB-ID 2806643-1. - Vol. 8.2022, 2, p. 339-371
|
Subject: | Contagion | Euro area | Machine learning | Optimization | Sovereign debt | Time-series analysis | Eurozone | Öffentliche Schulden | Public debt | EU-Staaten | EU countries | Ansteckungseffekt | Contagion effect | Schuldenkrise | Debt crisis | Zeitreihenanalyse | Time series analysis | Finanzkrise | Financial crisis | Schuldenmanagement | Debt management | Schätzung | Estimation | Künstliche Intelligenz | Artificial intelligence |
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