Original language | English |
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Title of host publication | Systemic Risk Tomography: Signals, Measurement and Transmission Channels |
Editors | M. Billio, L. Pelizzon, R. Savona |
Place of Publication | London |
Publisher | ISTE-Elsevier |
Number of pages | 23 |
ISBN (Print) | 9781785480850 |
Publication status | Published - 2016 |
Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads, Chapter 5
R.J. Lange, A. Lucas, A.H. Siegmann
Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic