What is mine is yours : sovereign risk transmission during the European debt crisis
Year of publication: |
2023
|
---|---|
Authors: | Greenwood-Nimmo, Matthew ; Viet Hoang Nguyen ; Shin, Yongcheol |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 65.2023, p. 1-16
|
Subject: | Sovereign credit risk network | Credit default swaps (CDS) | Contagion and systemic stress | Network models and connectedness | Spillover density | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond |
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What's mine is yours : sovereign risk transmission during the European Debt Crisis
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