Work

Systemic risk in European sovereign debt markets: A CoVaR-copula approach

Year: 2014

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2014.12.002

Authors: Juan C. Reboredo, Andrea Ugolini

Institution: Universidade de Santiago de Compostela

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Xunta de Galicia, European Regional Development Fund

Award: G6547397033

OpenAlex ID: W2093534945

FWCI: 21.97

Cites: 53

Cited by: 260

Related to: 10