Tail event-based sovereign credit risk transmission network during COVID-19 pandemic

Published 2021 View Full Article

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Title
Tail event-based sovereign credit risk transmission network during COVID-19 pandemic
Authors
Keywords
Sovereign credit risk, Credit default swap, Tail event, Network risk, COVID-19 pandemic
Journal
Finance Research Letters
Volume 45, Issue -, Pages 102182
Publisher
Elsevier BV
Online
2021-05-31
DOI
10.1016/j.frl.2021.102182
References
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