Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads, Chapter 5

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
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

Access to Document

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title = "Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads, Chapter 5",

author = "R.J. Lange and A. Lucas and A.H. Siegmann",

year = "2016",

language = "English",

isbn = "9781785480850",

editor = "M. Billio and L. Pelizzon and R. Savona",

booktitle = "Systemic Risk Tomography: Signals, Measurement and Transmission Channels",

publisher = "ISTE-Elsevier",

}

Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads, Chapter 5. / Lange, R.J.; Lucas, A.; Siegmann, A.H.
Systemic Risk Tomography: Signals, Measurement and Transmission Channels. ed. / M. Billio; L. Pelizzon; R. Savona. London: ISTE-Elsevier, 2016.

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

TY - CHAP

T1 - Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads, Chapter 5

AU - Lange, R.J.

AU - Lucas, A.

AU - Siegmann, A.H.

PY - 2016

Y1 - 2016

M3 - Chapter

SN - 9781785480850

BT - Systemic Risk Tomography: Signals, Measurement and Transmission Channels

A2 - Billio, M.

A2 - Pelizzon, L.

A2 - Savona, R.

PB - ISTE-Elsevier

CY - London

ER -