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Jobst, Rainer ; Rösch, Daniel

Euro Zone Sovereign Default Risk and Capital—A Bayesian Approach

Jobst, Rainer and Rösch, Daniel (2022) Euro Zone Sovereign Default Risk and Capital—A Bayesian Approach. The Journal of Fixed Income 31 (3), pp. 41-65.

Date of publication of this fulltext: 02 Dec 2021 10:43
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Item typeArticle
Journal or Publication TitleThe Journal of Fixed Income
Publisher:Portfolio Management Research
Volume:31
Number of Issue or Book Chapter:3
Page Range:pp. 41-65
Date2022
InstitutionsBusiness, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)
Interdisciplinary Subject NetworkNot selected
Research groups and research centresCenter of Finance
Identification Number
ValueType
10.3905/jfi.2021.1.124DOI
Dewey Decimal Classification300 Social sciences > 310 General statistics
300 Social sciences > 330 Economics
StatusPublished
RefereedYes, this version has been refereed
Created at the University of RegensburgYes
Item ID51021

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