Measuring Sovereign Contagion in Europe
收藏NBER2013-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18741
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资源简介：
This paper analyzes the sovereign risk contagion using credit default swaps (CDS) and bond premiums for the major eurozone countries. By emphasizing several econometric approaches (nonlinear regression, quantile regression and Bayesian quantile regression with heteroskedasticity) we show that
提供机构：
美国国家经济研究局
创建时间：
2013-01-01
