An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk
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DOI: 10.1007/s40797-021-00147-2
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More about this item
Keywords
Contagion; Euro area; Sovereign debt; Time-series analysis; Machine learning; Optimization;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G1 - Financial Economics - - General Financial Markets
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