Measuring sovereign risk contagion in the Eurozone
Year of publication: |
2015
|
---|---|
Authors: | Suh, Sangwon |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 35.2015, p. 45-65
|
Subject: | Sovereign risk | Contagion | Value-at-Risk | Expected Shortfall | Länderrisiko | Country risk | Risikomaß | Risk measure | Eurozone | Euro area | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Schuldenkrise | Debt crisis | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries |
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