Frontier markets sovereign risk : new evidence from spatial econometric models
Year of publication: |
2023
|
---|---|
Authors: | Telila, Henok Fasil |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 4, p. 1-8
|
Subject: | Dynamic spatial panel with interactive fixed-effects | Frontier markets | Sovereign CDS spreads | Sovereign risk | Spillover and feedback effects | Länderrisiko | Country risk | Kreditderivat | Credit derivative | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Panel | Panel study |
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