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 proceedingChapterAcademic

Original languageEnglish
Title of host publicationSystemic Risk Tomography: Signals, Measurement and Transmission Channels
EditorsM. Billio, L. Pelizzon, R. Savona
Place of PublicationLondon
Number of pages23
ISBN (Print)9781785480850
Publication statusPublished - 2016

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