What's mine is yours : sovereign risk transmission during the European Debt Crisis
Year of publication: |
July 2017
|
---|---|
Authors: | Greenwood-Nimmo, Matthew ; Viet Hoang Nguyen ; Shin, Yongcheol |
Publisher: |
Melbourne : Melbourne Institute of Applied Economic and Social Research |
Subject: | Sovereign credit risk | credit default swaps (CDS) | network models and connectedness | spillover density | divergence criteria | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Kreditrisiko | Credit risk | EU-Staaten | EU countries | Spillover-Effekt | Spillover effect | Welt | World | Finanzkrise | Financial crisis | Öffentliche Anleihe | Public bond | Eurozone | Euro area | Risikoprämie | Risk premium | Öffentliche Schulden | Public debt |
Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
---|---|
Series: | Melbourne Institute working paper series. - Melbourne : [Verlag nicht ermittelbar], ISSN 1447-5863, ZDB-ID 2472521-3. - Vol. no. 17, 17 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
What is mine is yours : sovereign risk transmission during the European debt crisis
Greenwood-Nimmo, Matthew, (2023)
-
Eurozone sovereign contagion : evidence from the CDS market ; 2005 - 2010
Kalbaska, A., (2012)
-
Kışla, Gül Huyugüzel, (2022)
- More ...
-
Greenwood-Nimmo, Matthew, (2012)
-
Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework
Greenwood-Nimmo, Matthew, (2012)
-
Quantifying informatical linkages in a global model of currency spot markets
Greenwood-Nimmo, Matthew, (2014)
- More ...