Policy uncertainty, interest rate environment and the dynamic correlation between sovereign and bank default risk
Stephan Bales, Hans-Peter Burghof
| Year of publication: |
2021
|
|---|---|
| Authors: | Bales, Stephan ; Burghof, Hans-Peter |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 206.2021, p. 1-7
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| Subject: | Sovereign-bank nexus | Economic policy uncertainty | Interest rates | DCC-GARCH | Zins | Interest rate | Risiko | Risk | Geldpolitik | Monetary policy | Schätzung | Estimation | Wirtschaftspolitik | Economic policy | Eurozone | Euro area |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2021.109983 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012886558