Original title: Sovereign credit risk drivers in a spatial perspective.
Translated title: Sovereign credit risk drivers in a spatial perspective.
Authors: Záhlava, Josef ; Gapko, Petr (advisor) ; Janský, Petr (referee)
Document type: Master’s theses
Year: 2018
Language: eng
Abstract: [eng] [cze]

Keywords: CDS spreads; financial contagion; realised covariance; sovereign credit risk; spatial econometrics; CDS spready; kreditní riziko státu; nákaza; prostorová ekonometrie; realizovaná kovariance

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/94869

Permalink: http://www.nusl.cz/ntk/nusl-373012


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2018-03-07, last modified 2022-03-04


No fulltext
  • Export as DC, NUŠL, RIS
  • Share