What's Mine is Yours:Sovereign Risk Transmission during the European Debt Crisis

Greenwood-Nimmo, Matthew, Nguyen, Viet and Shin, Yongcheol (2023) What's Mine is Yours:Sovereign Risk Transmission during the European Debt Crisis. Journal of Financial Stability. 101103. ISSN 1878-0962

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Greenwood-Nimmo, Matthew
  • Nguyen, Viet
  • Shin, Yongcheol (yongcheol.shin@york.ac.uk)
Copyright, Publisher and Additional Information:

© 2023 Elsevier B.V. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.

Keywords: Sovereign credit risk network,credit default swaps (CDS),contagion and systemic stress,network models and connectedness,spillover density
Dates:
  • Published: 1 April 2023
  • Published (online): 28 February 2023
  • Accepted: 4 January 2023
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 10 Jan 2023 17:50
Last Modified: 27 Nov 2024 00:44
Published Version: https://doi.org/10.1016/j.jfs.2023.101103
Status: Published
Refereed: Yes
Identification Number: 10.1016/j.jfs.2023.101103
Open Archives Initiative ID (OAI ID):

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