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dynamic latent factor model
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Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
Battistini, Niccolò
;
Pagano, Marco
;
Simonelli, Saverio
-
Centro Studi di Economia e Finanza (CSEF)
-
2013
facts, and its rationale. First, we inquire to what extent the dynamics of
sovereign
yield
differentials
relative to the …
Persistent link: https://www.econbiz.de/10011082500
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