Beyond spreads: measuring sovereign market stress in the Euro area
type: Item
instance of: scholarly article
title: Beyond spreads: measuring sovereign market stress in the Euro area
zbMATH Open document ID: 1398.91590
author: Carlos Garcia-de-Andoain
author: Manfred Kremer
published in: Economics Letters
publication date: 2018-09-20T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/208219
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6939487
zbMATH Keywords: financial stress index
zbMATH Keywords: systemic risk
zbMATH Keywords: sovereign debt crisis
zbMATH Keywords: spillover index
MaRDI profile type: Publication
OpenAlex ID: W3121961989
cites work: Contagion in eurozone sovereign bond markets? The good, the bad and the ugly
cites work: Impulse response analysis in nonlinear multivariate models
cites work: Generalized impulse response analysis in linear multivariate models
DOI: 10.1016/J.ECONLET.2017.06.042
description: scientific article; zbMATH DE number 6939487