Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries
Arkady Gevorkyan, Willi Semmler
| Year of publication: |
2016
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|---|---|
| Authors: | Gevorkyan, Arkady ; Semmler, Willi |
| Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 43.2016, 1, p. 1-35
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| Subject: | Debt crisis | Vector STAR | GARCH | Regime-switching | Euro area | Financial stress | Eurozone | EU-Staaten | EU countries | Länderrisiko | Country risk | Finanzkrise | Financial crisis | Risikoprämie | Risk premium | Entwicklungsländer | Developing countries | ARCH-Modell | ARCH model | Schuldenkrise | Volatilität | Volatility | Öffentliche Schulden | Public debt | Internationale Staatsschulden | International sovereign debt | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-015-9286-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647706