3   Artículos

 
en línea
Guglielmo D?Amico, Philippe Regnault, Stefania Scocchera and Loriano Storchi    
In this paper, we apply information theory measures and Markov processes in order to analyse the inequality in the distribution of the financial risk in a pool of countries. The considered financial variables are sovereign credit ratings and interest rat... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Shaen Corbet     Pág. 83 - 92
This research examines the effects of sovereign downgrades on European financial markets between 2005 and 2012. Vector Autoregression (VAR) techniques are used to investigate the presence of contagion effects after a sovereign downgrade across equity ind... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Marco Langiulli    
Revista: Moneta e Credito    Formato: Electrónico

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