Contagion in the European Sovereign Debt Crisis
收藏NBER2014-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20567
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资源简介：
We use a network model of credit risk to measure market expectations of the potential spillovers from a sovereign default. Specifically, we develop an empirical model, based on the recent theoretical literature on contagion in financial networks, and estimate it with data on sovereign credit default
提供机构：
美国国家经济研究局
创建时间：
2014-10-01
