Work

Measuring Sovereign Contagion in Europe

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2023756

Authors: Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo, Roberto Rigobon

Institutions: University of Padua, Goethe University Frankfurt, Ca' Foscari University of Venice, Leibniz Institute for Financial Research SAFE, Free University of Bozen-Bolzano, BI Norwegian Business School, National Bureau of Economic Research, Massachusetts Institute of Technology

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3021019142

Cites: 18

Cited by: 33

Related to: 10