Beyond spreads: measuring sovereign market stress in the Euro area
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Publication:1782420
DOI10.1016/j.econlet.2017.06.042zbMath1398.91590OpenAlexW3121961989MaRDI QIDQ1782420
Carlos Garcia-de-Andoain, Manfred Kremer
Publication date: 20 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/208219
Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)
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