Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency
Year of publication: |
2012
|
---|---|
Authors: | Lehnert, Thorsten ; Bekkour, Lamia ; Jin, Xisong ; Rasmouki, Fanou ; Wolff, Christian |
Institutions: | Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance |
Subject: | European sovereign debt crisis | currency options | credit default swaps | currency stability | risk-neutral distribution | crash risk | tail risk |
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