Measuring sovereign risk spillovers and assessing the role of transmission channels : a spatial econometrics approach

Nicolas Debarsy, Cyrille Dossougoin, Cem Ertur and Jean-Yves Gnabo

Year of publication:	[2016]
Authors:	Debarsy, Nicolas ; Dossougoin, Cyrille ; Ertur, Kamil C. ; Gnabo, Jean-Yves
Publisher:	[Louvain-la-Neuve] : CORE
Subject:	sovereign risk \| transmission channels \| spatial dynamic panel data \| spillover analysis \| Länderrisiko \| Country risk \| Spillover-Effekt \| Spillover effect \| Schätzung \| Estimation \| Panel \| Panel study \| Räumliche Interaktion \| Spatial interaction \| Regionalökonomik \| Regional economics \| Welt \| World \| Geldpolitische Transmission \| Monetary transmission \| Theorie \| Theory

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