International extreme sovereign risk connectedness : network structure and roles
Year of publication: |
2025
|
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Authors: | Huang, Wei-Qiang ; Liu, Peipei ; Zhu, Yao-Long |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 76.2025, Art.-No. 102355, p. 1-25
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Subject: | Connectedness | Extreme sovereign risk | Logit regression | Network structure | Threshold regression | TVP-VAR model | Länderrisiko | Country risk | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Welt | World | Unternehmensnetzwerk | Business network | Netzwerk | Network | Soziales Netzwerk | Social network |
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