A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-switching Model

A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-switching Model
Author: Shuyi Ge
Publisher:
Total Pages:
Release: 2020
Genre:
ISBN:


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A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-switching Model
Language: en
Pages:
Authors: Shuyi Ge
Categories:
Type: BOOK - Published: 2020 - Publisher:

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Global Financial Stability Report, April 2013
Language: en
Pages: 160
Authors: International Monetary Fund. Monetary and Capital Markets Department
Categories: Business & Economics
Type: BOOK - Published: 2013-04-17 - Publisher: International Monetary Fund

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The Global Financial Stability Report examines current risks facing the global financial system and policy actions that may mitigate these. It analyzes the key
The Financial Crisis Inquiry Report
Language: en
Pages: 692
Authors: Financial Crisis Inquiry Commission
Categories: Political Science
Type: BOOK - Published: 2011-05-01 - Publisher: Cosimo, Inc.

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The Financial Crisis Inquiry Report, published by the U.S. Government and the Financial Crisis Inquiry Commission in early 2011, is the official government repo
Global Financial Stability Report, April 2012
Language: en
Pages: 94
Authors: International Monetary Fund. Monetary and Capital Markets Department
Categories: Business & Economics
Type: BOOK - Published: 2012-04-18 - Publisher: International Monetary Fund

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The April 2012 Global Financial Stability Report assesses changes in risks to financial stability over the past six months, focusing on sovereign vulnerabilitie
Managing the Sovereign-Bank Nexus
Language: en
Pages: 54
Authors: Mr.Giovanni Dell'Ariccia
Categories: Business & Economics
Type: BOOK - Published: 2018-09-07 - Publisher: International Monetary Fund

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This paper reviews empirical and theoretical work on the links between banks and their governments (the bank-sovereign nexus). How significant is this nexus? Wh