How safe are european safe bonds? An analysis from the perspective of modern credit risk models
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DOI: 10.1016/j.jbankfin.2020.105939
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Cited by:
- Kevin Kurt & Rudiger Frey, 2021. "Markov-Modulated Affine Processes," Papers 2106.16240, arXiv.org, revised Aug 2022.
- Kurt, Kevin & Frey, Rüdiger, 2022. "Markov-modulated affine processes," Stochastic Processes and their Applications, Elsevier, vol. 153(C), pages 391-422.
- Sam Langfield, 2020. "Bridge over Troubled Monetary Union: A Reply to De Grauwe & Ji," Journal of Common Market Studies, Wiley Blackwell, vol. 58(S1), pages 1-10, September.
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Keywords
European safe bonds; European monetary union; Securitization of credit risk; Markov modulated affine models;All these keywords.
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