Sovereign risk contagion in the Eurozone (Q1925847)
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scientific article; zbMATH DE number 6118336
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sovereign risk contagion in the Eurozone |
scientific article; zbMATH DE number 6118336 |
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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0.8416836857795715
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0.7926200032234192
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0.7787734866142273
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0.7761998772621155
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0.7672287821769714
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