Spillovers across European sovereign credit markets and role of surprise and uncertainty
Stelios Bekiros, Syed Jawad Hussain Shahzad, Rania Jammazi and Chaker Aloui
| Year of publication: |
2020
|
|---|---|
| Authors: | Bekiros, Stelios ; Shahzad, Syed Jawad Hussain ; Jammazi, Rania ; Aloui, Chaker |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 8, p. 851-865
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| Subject: | contagion | Copula | Credit markets | Europe | graph theory | spillovers | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries | Kreditmarkt | Credit market | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Europa | Länderrisiko | Country risk | Internationaler Finanzmarkt | International financial market | Finanzkrise | Financial crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1659930 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197481