A sovereign risk index for the Eurozone based on stochastic dominance
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 | Stochastischer Prozess | Stochastic process | EU-Staaten | EU countries | Schuldenkrise | Debt crisis | Risikoprämie | Risk premium | Index | Index number |
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