Measuring connectedness of euro area sovereign risk
Year of publication: |
2019
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Authors: | Buse, Rebekka ; Schienle, Melanie |
Publisher: |
Karlsruhe : Karlsruher Institut für Technologie (KIT), Institut für Volkswirtschaftslehre (ECON) |
Subject: | Variance decomposition | Sovereign risk | Connectedness | Credit default swaps | Bonds | Eurozone crisis |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.5445/IR/1000092470 [DOI] 1047196050 [GVK] hdl:10419/191547 [Handle] RePEc:zbw:kitwps:123 [RePEc] |
Classification: | c58 ; G01 - Financial Crises ; G15 - International Financial Markets ; C32 - Time-Series Models |
Source: |
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Measuring connectedness of euro area sovereign risk
Buse, Rebekka, (2019)
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Measuring connectedness of euro area sovereign risk
Buse, Rebekka, (2019)
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Measuring connectedness of Euro area sovereign risk
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