Sovereign Adaptive Risk Modeling and Implications for the Eurozone GREXIT Case
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- Guglielmo D'Amico & Filippo Petroni & Philippe Regnault & Stefania Scocchera & Loriano Storchi, 2019. "A copula based Markov Reward approach to the credit spread in European Union," Papers 1902.00691, arXiv.org.
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Keywords
systemic risk; sovereign default; GREXIT;All these keywords.
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