Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach
Author:
Funder
TUBİTAK
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41260-022-00263-3.pdf
Reference55 articles.
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2. Aït-Sahalia, Yacine, Roger JA. Laeven, and Loriana Pelizzon. 2014. Mutual excitation in Eurozone sovereign CDS. Journal of Econometrics. 183 (2): 151–167.
3. Anselin, Luc, Julie Le Gallo, and Hubert Jayet. 2008. Spatial panel econometrics. In The econometrics of panel data, fundamentals and recent developments in theory and practice, ed. Laszlo Matyas and Patrick Sevestre, 625–657. Berlin: Springer.
4. Arellano, Cristina, Yan Bai, and Sandra Lizarazo. 2017. Sovereign risk contagion (No. w24031). National Bureau of Economic Research.
5. Asgharian, Hossein, Wolfgang Hess, and Lu. Liu. 2013. A spatial analysis of international stock market linkages. Journal of Banking and Finance 37: 4738–4754.
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