Contagion in the Euro area sovereign CDS market : a spatial approach
Nadia Ben Abdallah, Halim Dabbou and Mohamed Imen Gallali
| Year of publication: |
2023
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|---|---|
| Authors: | Ben Abdallah, Nadia ; Dabbou, Halim ; Gallali, Mohamed Imen |
| Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 24.2023, 5, p. 614-630
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| Subject: | Financial contagion | SDM model | Sovereign CDS spreads | Spatial econometrics | The European sovereign debt crisis | Eurozone | Euro area | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | EU-Staaten | EU countries | Länderrisiko | Country risk | Öffentliche Schulden | Public debt | Finanzkrise | Financial crisis | Öffentliche Anleihe | Public bond | Schuldenkrise | Debt crisis | Spillover-Effekt | Spillover effect |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-10-2022-0283 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014430827