Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach

This paper examines the interactions among CDS spreads across 13 European countries using spatial econometrics techniques. Our model allows for the estimation of direct and indirect transmission of sovereign risk and feedback effects across the network of these countries. The novelty of this paper i...

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Detalles Bibliográficos
Autores principales: Huyugüzel Kışla, Gül, Muradoğlu, Y. Gülnur, Önder, A. Özlem
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Palgrave Macmillan UK 2022
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8915157/
http://dx.doi.org/10.1057/s41260-022-00263-3

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