Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models
Year: 2024
Type: article
Source: Empirical Economics
Authors: Zhizhen Chen, Guifen Shi, Boyang Sun
Institution: Northeast Normal University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Award: G1937976955
OpenAlex ID: W4399767319