Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach
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DOI: 10.1186/s40854-024-00699-z
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More about this item
Keywords
Bayesian global vector autoregression (B-GVAR); BRICIT (Brazil; Russia; India; China; Indonesia and Turkey); Credit default swaps (CDS); Sovereign risk; Spillover;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F6 - International Economics - - Economic Impacts of Globalization
- O1 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development
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