A sovereign risk index for the Eurozone based on stochastic dominance
Elettra Agliardi; Mehmet Pinar; Thanasis Stengos
| Year of publication: |
2014
|
|---|---|
| Authors: | Agliardi, Elettra ; Pinar, Mehmet ; Stengos, Thanasēs |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 4, p. 375-384
|
| Subject: | Sovereign risk | Eurozone | Nonparametric stochastic dominance | Länderrisiko | Country risk | Euro area | EU-Staaten | EU countries | Stochastischer Prozess | Stochastic process | Schuldenkrise | Debt crisis | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| 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/10011300439