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Quantifying sovereign risk in the euro area · Study

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ArticleQuantifying sovereign risk in the euro area

Manish Kumar Singh2020

OA

Articlegreen2020

Quantifying sovereign risk in the euro area

Manish Kumar Singh · Marta Gómez‐Puig · Simón Sosvilla‐Rivero

25 citations·0/0 files stored·Economic Modelling

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Credit Risk and Financial Regulations Global Financial Crisis and Policies European Monetary and Fiscal Policies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1973The Pricing of Options and Corporate Liabilities 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 2016Measuring Economic Policy Uncertainty*

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Year2020

Typearticle

Published2020-12-17

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations25

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.econmod.2020.12.010

openalex_workW3111360102

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