Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach
type: Item
instance of: scholarly article
title: Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach
zbMATH Open document ID: 1401.91489
author: Nicolas Debarsy
author: Cyrille Dossougoin
author: Cem Ertur
author: Jean-Yves Gnabo
publication date: 2018-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B72
zbMATH DE Number: 6916809
zbMATH Keywords: sovereign risk
zbMATH Keywords: transmission channels
zbMATH Keywords: spatial dynamic panel data
zbMATH Keywords: spillover analysis
describes a project that uses: dtw
describes a project that uses: Arc_Mat
MaRDI profile type: Publication
full work available at URL: j.jedc.2017.11.005
OpenAlex ID: W2594317112
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DOI: 10.1016/J.JEDC.2017.11.005
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916809