A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (Q6106630)
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scientific article; zbMATH DE number 7705520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model |
scientific article; zbMATH DE number 7705520 |
Statements
A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (English)
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3 July 2023
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contagion
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inter-dependence
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regime-switching
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mutual excitation
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sovereign credit risk
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