Dancing Spreads: Market Assessment of Contagion from the Crisis in the Euro Periphery based on Distress Dependence Analysis
| Year of publication: |
2011
|
|---|---|
| Authors: | Melander, Ola ; Pant, Malika ; Segoviano, Miguel ; Vamvakidis, Athanasios |
| Published in: |
International Advances in Economic Research. - International Atlantic Economic Society - IAES. - Vol. 17.2011, 3, p. 347-363
|
| Publisher: |
International Atlantic Economic Society - IAES |
| Subject: | Sovereign spreads | Market price of risk | Euro area | Contagion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009327293