\textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe |
scientific article |
Statements
\textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (English)
0 references
22 December 2015
0 references
Marshall-Olkin distribution
0 references
copula functions
0 references
systemic risk
0 references
financial crisis
0 references
country risk
0 references
sovereign default
0 references
