Measuring sovereign risk spillovers and assessing the role of transmission channels : a spatial econometrics approach
Nicolas Debarsy, Cyrille Dossougoin, Cem Ertur, Jean-Yves Gnabo
| Year of publication: |
February 2018
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| Authors: | Debarsy, Nicolas ; Dossougoin, Cyrille ; Ertur, Kamil C. ; Gnabo, Jean-Yves |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 87.2018, p. 21-45
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| 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 |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2017.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011973881