Cross-border Italian sovereign risk transmission in EMU countries
Year of publication: |
2023
|
---|---|
Authors: | Capasso, Salvatore ; D'Uva, Marcella ; Fiorelli, Cristiana ; Napolitano, Oreste |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 126.2023, p. 1-12
|
Subject: | Euro area | GVAR | Sovereign CDS | Spillovers | Eurozone | EU-Staaten | EU countries | Spillover-Effekt | Spillover effect | Länderrisiko | Country risk | Italien | Italy | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Öffentliche Anleihe | Public bond | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation | Spanien | Spain |
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