Mutual excitation in Eurozone sovereign CDS (Q473225)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mutual excitation in Eurozone sovereign CDS |
scientific article |
Statements
Mutual excitation in Eurozone sovereign CDS (English)
0 references
24 November 2014
0 references
CDS
0 references
sovereign risk
0 references
systemic risk
0 references
jumps
0 references
feedback
0 references
Hawkes processes
0 references
mutually exciting processes
0 references
impulse-response
0 references
