A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
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Publication:6106630
DOI10.1016/j.jedc.2022.104565zbMath1518.91304OpenAlexW4309047315MaRDI QIDQ6106630
Publication date: 3 July 2023
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://www.econ.cam.ac.uk/research-files/repec/cam/pdf/cwpe20114.pdf
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