Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe
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More about this item
KeywordsMarshall–Olkin distribution; Copula functions; Systemic risk; Financial crisis; Country risk; Sovereign default;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
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