Author:
Galariotis Emilios C.,Makrichoriti Panagiota,Spyrou Spyros
Subject
General Economics, Econometrics and Finance,Finance
Reference77 articles.
1. Abrigo, M., Love, I., 2015. Estimation of Panel Vector Autoregression in Stata: a Package of Programs, Mimeo.
2. Credit spread interdependencies of European states and banks during financial crisis;Alter;J. Bank. Financ.,2012
3. Sovereign CDS and bond pricing dynamics in emerging markets: does the cheapest-to-deliver option matter?;Ammer;J. Int. Financ. Mark. Inst. Mon.,2011
4. Anderson, M., 2011. Contagion and excess correlation in credit default swaps. Available at SSRN 1937998, papers.ssrn.com.
5. Consistent models and moment selection procedures for GMM estimation with application to dynamic panel data models;Andrews;J. Econom.,2001
Cited by
58 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献