Measuring the effect of monetary shocks on European sovereign country risk : an application of GVAR models
Year of publication: |
2019
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Authors: | Temizsoy, Asena ; Montes-Rojas, Gabriel |
Published in: |
Journal of applied economics. - London : Taylor & Francis, Taylor & Francis Group, ISSN 1667-6726, ZDB-ID 2094889-X. - Vol. 22.2019, 1, p. 484-503
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Subject: | CDS | Global VAR | sovereign risk in the Eurozone | VAR-Modell | VAR model | Länderrisiko | Country risk | Eurozone | Euro area | EU-Staaten | EU countries | Schock | Shock | Welt | World | Öffentliche Anleihe | Public bond | Kreditderivat | Credit derivative | Wirkungsanalyse | Impact assessment |
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