Mutual Excitation in Eurozone Sovereign CDS
Copyright policy )Mutual Excitation in Eurozone Sovereign CDS
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- Goethe University
- LEIBNIZ-INSTITUT FUR FINANZMARKTFORSCHUNG SAFE EV Germany
- Leibniz Association Germany
- University of Amsterdam Netherlands
- National Bureau of Economic Research United States
Applications of statistics to actuarial sciences and financial mathematics, 330, Sovereign risk, impulse-response, feedback, Jumps, mutually exciting processes, CDS, Feedback, Derivative securities (option pricing, hedging, etc.), Mutually exciting processes, systemic risk, Systemic risk, C13, sovereign risk, G12, CDS,Sovereign risk,Systemic risk,Jumps,Feedback,Hawkes processes,Mutually exciting processes,Impulse-response, Credit risk, ddc:330, jumps, Impulse-response, CDS; Feedback; Hawkes processes; Impulse-response; Jumps; Mutually exciting processes; Sovereign risk; Systemic risk;, Applications of continuous-time Markov processes on discrete state spaces, Point processes (e.g., Poisson, Cox, Hawkes processes), Hawkes processes, jel: jel:C13, jel: jel:G12
Applications of statistics to actuarial sciences and financial mathematics, 330, Sovereign risk, impulse-response, feedback, Jumps, mutually exciting processes, CDS, Feedback, Derivative securities (option pricing, hedging, etc.), Mutually exciting processes, systemic risk, Systemic risk, C13, sovereign risk, G12, CDS,Sovereign risk,Systemic risk,Jumps,Feedback,Hawkes processes,Mutually exciting processes,Impulse-response, Credit risk, ddc:330, jumps, Impulse-response, CDS; Feedback; Hawkes processes; Impulse-response; Jumps; Mutually exciting processes; Sovereign risk; Systemic risk;, Applications of continuous-time Markov processes on discrete state spaces, Point processes (e.g., Poisson, Cox, Hawkes processes), Hawkes processes, jel: jel:C13, jel: jel:G12
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).93 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 1%
Citations provided by BIP!Popularity provided by BIP!