Work

Measuring Contagion Potential Among Sovereigns and Banks Using a Mixed-Cross-Section GVAR

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2302511

Authors: Marco Gross, Christoffer Kok

Institutions: International Monetary Fund, European Central Bank

Language: English

Topic: Global Financial Crisis and Policies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1526302447

Cites: 9

Cited by: 40

Related to: 10