Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)

By Alesia Kalbaska, M. Gątkowski. 2012

197 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/59d7580428bb55f7eba2bc0fb702f887b29001e7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. S. J. Koopman
2. Francisco Blasques
3. André Lucas
4. Julia Schaumburg
5. Rutger Lit
6. M. Bazzi
7. Drew D. Creal
8. Pawel Janus

Citations in the corpus

• Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models (2016, background): “Lucas et al. (2014) and Kalbaska and Gatkowski (2012) use multivariate time series models to model comovements in European sovereign CDS spreads.”