\textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6523312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe |
scientific article; zbMATH DE number 6523312 |
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
0.8238951563835144
0 references
0.749756932258606
0 references
0.734106719493866
0 references
0.7332859039306641
0 references
0.7273433208465576
0 references
