The changing international network of sovereign debt and financial institutions
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DOI: 10.1016/j.intfin.2018.12.013
Abstract: We develop a theoretical and empirical framework for the connections between global financial and sovereign CDS markets. The transmission of shocks is shown to affect the systemic default probability of the international network. The network… read more here.
Keywords: sovereign debt; changing international; network sovereign; network ... See more keywords