Mutual excitation in Eurozone sovereign CDS (Q473225)
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scientific article; zbMATH DE number 6372051
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mutual excitation in Eurozone sovereign CDS |
scientific article; zbMATH DE number 6372051 |
Statements
Mutual excitation in Eurozone sovereign CDS (English)
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24 November 2014
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CDS
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sovereign risk
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systemic risk
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jumps
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feedback
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Hawkes processes
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mutually exciting processes
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impulse-response
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0.7661548256874084
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0.7373455166816711
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0.7246107459068298
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0.7236592173576355
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0.7181017994880676
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