How connected is the global sovereign credit risk network?
Gorkem Bostanci, Kamil Yilmaz
| Year of publication: |
2020
|
|---|---|
| Authors: | Bostanci, Gorkem ; Yılmaz, Kamil |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 113.2020, p. 1-19
|
| Subject: | Lasso | Network estimation | Sovereign credit risk | Systemic risk | Variance decomposition | Vector autoregression | Kreditrisiko | Credit risk | Welt | World | Systemrisiko | Länderrisiko | Country risk | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Öffentliche Schulden | Public debt | Kreditderivat | Credit derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105761 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226141