Score-driven systemic risk signaling for European sovereign bond yields and CDS spreads

chapter written by Rutger-Jan Lange, André Lucas and Arjen Siegmann

Year of publication:	2017
Authors:	Lange, Rutger-Jan ; Lucas, André ; Siegmann, Adriaan Hendrik
Published in:	Systemic risk tomography : signals, measurement and transmission channels. - London : ISTE Press, ISBN 1-78548-085-5. - 2017, p. 129-150
Subject:	Finanzkrise \| Financial crisis \| Systemrisiko \| Systemic risk \| Signalling \| Kreditderivat \| Credit derivative \| Anleihe \| Bond \| Finanzmarktökonometrie \| Financial econometrics \| Eurozone \| Euro area \| 1977-2015

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