Network structure, dynamic evolution and block characteristics of sovereign debt risk : the global evidence
Year of publication: |
2024
|
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Authors: | Wu, Shan ; Liu, Yilong ; Song, Ziyu ; Zhou, Yuqin ; Guo, Wenjing |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 72.2024, 1, Art.-No. 102492, p. 1-22
|
Subject: | Complex network | LASSO-VAR | Sovereign debt risk spillover | Öffentliche Schulden | Public debt | Welt | World | Länderrisiko | Country risk | Spillover-Effekt | Spillover effect | Theorie | Theory | Internationale Staatsschulden | International sovereign debt | Risiko | Risk |
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