Measuring connectedness of Euro area sovereign risk
Year of publication: |
2015
|
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Authors: | Gätjen, Rebekka ; Schienle, Melanie |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | sovereign risk measurement | variance decomposition | connectedness | CDS and bond spreads | financial and eurozone crisis |
Series: | SFB 649 Discussion Paper ; 2015-019 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 821923439 [GVK] hdl:10419/119421 [Handle] RePEc:zbw:sfb649:sfb649dp2015-019 [RePEc] |
Classification: | C32 - Time-Series Models ; c58 ; F34 - International Lending and Debt Problems ; G01 - Financial Crises ; G18 - Government Policy and Regulation |
Source: |
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Measuring connectedness of Euro area sovereign risk
Gätjen, Rebekka, (2015)
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Measuring Connectedness of Euro Area Sovereign Risk
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Measuring connectedness of euro area sovereign risk
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Measuring connectedness of Euro area sovereign risk
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