Policy uncertainty, interest rate environment and the dynamic correlation between sovereign and bank default risk (Q1984486)
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scientific article; zbMATH DE number 7396114
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Policy uncertainty, interest rate environment and the dynamic correlation between sovereign and bank default risk |
scientific article; zbMATH DE number 7396114 |
Statements
Policy uncertainty, interest rate environment and the dynamic correlation between sovereign and bank default risk (English)
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16 September 2021
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sovereign-bank nexus
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economic policy uncertainty
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interest rates
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DCC-GARCH
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0.7248498201370239
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0.7109244465827942
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0.7080204486846924
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0.6944107413291931
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0.6868425011634827
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