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Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks* - MaRDI portal

Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks* (Q4554710)

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scientific article; zbMATH DE number 6975870
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English
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks*
scientific article; zbMATH DE number 6975870

    Statements

    title
    Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks* (English)
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    author
    Jean-Paul Renne
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    Alain Monfort
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    publication date
    9 November 2018
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    zbMATH Keywords
    liquidity risks
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    euro-area sovereign spreads
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    sovereign credit risk
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    Identifiers

    zbMATH DE Number
    6975870
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    OpenAlex ID
    W2081692733
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    DOI
    10.1093/ROF/RFT049
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