Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach

Nicolas Debarsy, Cyrille Dossougoin, Cem Ertur and Jean-Yves Gnabo

No 2937, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2018-01-01
Note: In : Journal of Economic Dynamics & Control, 87, 21-45, 2018
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Related works:
Journal Article: Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach (2018)
Working Paper: Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach (2018)
Working Paper: Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (2016)
Working Paper: Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach (2016)
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