Conditional Euro Area sovereign default risk
Year of publication: |
2014
|
---|---|
Authors: | Lucas, André ; Schwaab, Bernd ; Zhang, Xin |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 32.2014, 2, p. 271-284
|
Subject: | Financial stability | Higher order moments | Sovereign credit risk | Time-varying parameters | Eurozone | Euro area | Länderrisiko | Country risk | Kreditrisiko | Credit risk | Öffentliche Schulden | Public debt | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Staatsbankrott | Sovereign default |
-
Conditional probabilities and contagion measures for Euro area sovereign default risk
Zhang, Xin, (2011)
-
Conditional euro area sovereign default risk
Lucas, André, (2013)
-
The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V., (2017)
- More ...
-
Conditional and joint credit risk
Lucas, André, (2013)
-
Modeling financial sector joint tail risk in the euro area
Lucas, André, (2015)
-
Modeling financial sector joint tail risk in the euro area
Lucas, André, (2015)
- More ...