Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence
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DOI: 10.1016/j.ribaf.2024.102492
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More about this item
Keywords
Sovereign debt risk spillover; LASSO-VAR; Complex network;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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