Contagion in the European Sovereign Debt Crisis
收藏NBER2014-10-01 更新2025-01-04 收录
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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
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美国国家经济研究局创建时间：
2014-10-01
