Measuring Sovereign Contagion in Europe
收藏NBER2013-01-01 更新2025-01-04 收录
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https://www.nber.org/papers/w18741
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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
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美国国家经济研究局创建时间：
2013-01-01
