Transmission of government default risk in the eurozone
Year of publication: |
2014
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Authors: | Kohonen, Anssi |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 47.2014, p. 71-85
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Subject: | SVAR | Contagion | Interdependencies | Hypothesis testing | Sovereign spreads | VAR-Modell | VAR model | Eurozone | Euro area | Öffentliche Anleihe | Public bond | Ansteckungseffekt | Contagion effect | EU-Staaten | EU countries | Länderrisiko | Country risk | Schätzung | Estimation | Staatsbankrott | Sovereign default | Geldpolitische Transmission | Monetary transmission |
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