Conditional Euro Area Sovereign Default Risk

Journal of Business and Economic Statistics

Volumn 32, Issue 2, 2014, Pages 271-284

  Lucas, André ^a   Schwaab, Bernd ^b   Zhang, Xin ^c  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

^b EUROPEAN CENTRAL BANK   (Germany)

^c SVERIGES RIKSBANK   (Sweden)

Author keywords

Financial stability; Higher order moments; Sovereign credit risk; Time varying parameters

Indexed keywords

EID: 84921345448     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2013.873540     Document Type: Article

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