Systemic risk and the sovereign-bank default nexus : a network vector autoregression approach
Peter Claeys and Bořek Vašíček
| Year of publication: |
Dezember 2015
|
|---|---|
| Authors: | Claeys, Peter ; Vašíček, Bořek |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 1.2015, 4, p. 27-72
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| Subject: | spillover | contagion | sovereign bond spreads | fiscal policy | eurozone | financial crisis | Finanzkrise | Financial crisis | Öffentliche Anleihe | Public bond | Eurozone | Euro area | Finanzpolitik | Fiscal policy | Systemrisiko | Systemic risk | Ansteckungseffekt | Contagion effect | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Öffentliche Schulden | Public debt | Kreditrisiko | Credit risk | Schuldenkrise | Debt crisis | Schock | Shock | Zinsstruktur | Yield curve | Länderrisiko | Country risk | Bankenkrise | Banking crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011449789