Measuring connectedness of euro area sovereign risk
Rebekka Buse, Melanie Schienle
| Year of publication: |
2019
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|---|---|
| Authors: | Buse, Rebekka ; Schienle, Melanie |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 1, p. 25-44
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| Subject: | Bonds | Connectedness | Credit default swaps | Eurozone crisis | Sovereign risk | Variance decomposition | Eurozone | Euro area | Länderrisiko | Country risk | Kreditderivat | Credit derivative | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Öffentliche Schulden | Public debt | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Schuldenkrise | Debt crisis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2018.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300572