Sovereign risk zones in Europe during and after the debt crisis-Reference-Cited by-同舟云学术

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Sovereign risk zones in Europe during and after the debt crisis

Published:2019-01-29 Issue:6 Volume:19 Page:961-980
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Arakelian Veni¹,Dellaportas Petros²³⁴,Savona Roberto⁵,Vezzoli Marika⁶

Affiliation:

1. Department of Economic and Regional Development, Panteion University, Athens, Greece

2. Department of Statistical Science, University College London, London, UK

3. The Alan Turing Institute, London, UK

4. Department of Statistics, Athens University of Economics and Business, Athens, Greece

5. Department of Economics and Management, University of Brescia, Brescia, Italy

6. Department of Molecular and Translational Medicine, University of Brescia, Brescia, Italy

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2018.1562197

Reference45 articles.

1. Mutual excitation in Eurozone sovereign CDS

2. What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk

3. Credit spread interdependencies of European states and banks during the financial crisis

4. Systemic sovereign credit risk: Lessons from the U.S. and Europe

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3. Measuring financial soundness around the world: A machine learning approach;International Review of Financial Analysis;2023-01

4. Debt is not free;Journal of International Money and Finance;2022-10

5. Sovereign bond market integration in the euro area: a new empirical conceptualization;Annals of Operations Research;2022-07-12

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