Sovereign risk contagion in the Eurozone

Economics Letters

Volumn 117, Issue 1, 2012, Pages 35-38

  Metiu, Norbert ^a  

^a DEUTSCHE BUNDESBANK   (Germany)

Author keywords

Contagion; Credit event; Sovereign risk; Value at Risk

Indexed keywords

EID: 84861091443     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2012.04.074     Document Type: Article

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