Sovereign risk zones in Europe during and after the debt crisis
Year of publication: |
2019
|
---|---|
Authors: | Arakelian, Veni ; Dellaportas, Petros ; Savona, Roberto ; Vezzoli, Marika |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 6, p. 961-980
|
Subject: | Contagion | Copula | Credit default swaps | Machine learning | Regression trees | Systemic risk | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Länderrisiko | Country risk | Systemrisiko | Internationale Staatsschulden | International sovereign debt | Kreditrisiko | Credit risk | Ansteckungseffekt | Contagion effect | EU-Staaten | EU countries | Regressionsanalyse | Regression analysis | Multivariate Verteilung | Multivariate distribution |
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