The multi-country transmission of sovereign and banking risk : a spatial vector autoregressive approach
Bing Zhu
| Year of publication: |
2018
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|---|---|
| Authors: | Zhu, Bing |
| Published in: |
Spatial economic analysis : the journal of the Regional Studies Association. - Cambridge : Routledge, ISSN 1742-1772, ZDB-ID 2248770-0. - Vol. 13.2018, 4, p. 422-441
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| Subject: | sovereign credit default swap spreads | banking credit default swap spreads | corporate credit default swap spreads | cross-border spillover | spatial vector autoregressive model | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Zinsstruktur | Yield curve | Welt | World | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17421772.2018.1473890 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012007740