Sovereign risk contagion in the Eurozone (Q1925847)

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scientific article
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English
Sovereign risk contagion in the Eurozone
scientific article

    Statements

    title
    Sovereign risk contagion in the Eurozone (English)
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    author
    Norbert Metiu
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    publication date
    27 December 2012
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    zbMATH Keywords
    contagion
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    credit event
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    sovereign risk
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    value-at-risk
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    Identifiers

    Mathematics Subject Classification ID
    91B82
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    62P20
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    91G40
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    zbMATH DE Number
    6118336
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