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

DOI10.1016/j.jedc.2017.11.005zbMath1401.91489OpenAlexW2594317112MaRDI QIDQ1657178

Cyrille Dossougoin, Cem Ertur, Jean-Yves Gnabo, Nicolas Debarsy

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2017.11.005

zbMATH Keywords

transmission channelssovereign riskspillover analysisspatial dynamic panel data

Mathematics Subject Classification ID

Related Items (3)

Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: a reparameterized approach ⋮ Beyond distance: the spatial relationships of European regional economic growth ⋮ Dynamic spatial panel data models with common shocks

Uses Software

• Arc_Mat
• dtw

Cites Work

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