Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk

X. Zhang, B. Schwaab, A. Lucas

Research output: Working paperProfessional

15 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute/Duisenberg School of Finance
Number of pages37
Publication statusPublished - 2011

Publication series

NameTI Discussion Papers
No.11-176/2/DSF29

Cite this