Sovereign risk contagion in the Eurozone (Q1925847): Difference between revisions
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Property / cites work: Testing for ARCH in the presence of a possibly misspecified conditional mean / rank | |||
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Property / cites work: Econometric issues in the analysis of contagion / rank | |||
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Revision as of 00:06, 6 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Sovereign risk contagion in the Eurozone |
scientific article |
Statements
Sovereign risk contagion in the Eurozone (English)
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27 December 2012
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contagion
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credit event
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sovereign risk
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value-at-risk
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