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PubMed COVID-19 Clinical Care

3351 - 3360 of 4290 results found

Sovereign default network and currency risk premia

Date
Tuesday, May 16, 2023 - 4:00 AM
Description
We construct a sovereign default network by employing high-dimensional vector autoregressions obtained by analyzing connectedness in sovereign credit default swap markets. We develop four measures of centrality, namely, degree, betweenness, closeness