Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach

Author:

Debarsy NicolasORCID,Dossougoin CyrilleORCID,Ertur Cem,Gnabo Jean-Yves

Funder

Académie universitaire Louvain

FRS

FNRS

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference125 articles.

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3. Measuring systemic risk;Acharya;Rev. Financ. Stud.,2017

4. Covar;Adrian;Am. Econ. Rev.,2016

5. Capital flows and economic growth in the era of financial integration and crisis, 1990–2010;Aizenman;Open Econ. Rev.,2013

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