Analysing interconnectivity among economies
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- Fong, Tom Pak Wing & Wong, Alfred Y-T., 2012. "Gauging potential sovereign risk contagion in Europe," Economics Letters, Elsevier, vol. 115(3), pages 496-499.
More about this item
KeywordsFinancial integration; Interconnectivity; Sovereign risk; Credit risk; Value-at-risk; Systemic risk; Contagion; Spillover; Tail risk; Asia Pacific; Quantile regression;
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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