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Aït-Sahalia, Yacine
Mirdala, Rajmund
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Inoue, Atsushi
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Mutual excitation in eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
-
2014
evidence of self-excitation and asymmetric cross-excitation. Using
impulse-response
analysis, we assess the impact of shocks …
Persistent link: https://www.econbiz.de/10010368315
Saved in:
2
Mutual excitation in eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
-
2014
-
This Version: May 14, 2014
evidence of self-excitation and asymmetric cross-excitation. Using
impulse-response
analysis, we assess the impact of shocks …
Persistent link: https://www.econbiz.de/10010357304
Saved in:
3
Mutual excitation in eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
-
Research Center SAFE (Sustainable Architecture for …
-
2014
evidence of self-excitation and asymmetric cross-excitation. Using
impulse-response
analysis, we assess the impact of shocks …
Persistent link: https://www.econbiz.de/10010982109
Saved in:
4
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Saved in:
5
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J.A.
;
Pelizzon, Loriana
- In:
Journal of Econometrics
183
(
2014
)
2
,
pp. 151-167
evidence of self-excitation and asymmetric cross-excitation. Using
impulse-response
analysis, we assess the impact of shocks …
Persistent link: https://www.econbiz.de/10011077597
Saved in:
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