TY  - JOUR
AU  - Singh, Manish K.
AU  - Gómez Puig, Marta
AU  - Sosvilla Rivero, Simón Javier
PY  - 2021
DO  - 10.1016/j.econmod.2020.12.010
SN  - 0264-9993
UR  - https://hdl.handle.net/20.500.14352/104782
T2  - Economic Modelling
AB  - The choice of the optimal sovereign risk indicator is crucial in the context of the euro area (EA) countries, which faced a fierce sovereign debt crisis. Traditional indicators of sovereign risk (CDS, bond yields, and credit rating) do not take into...
LA  - eng
M2  - 76
PB  - Elsevier
KW  - Sovereign default risk
KW  - Euro area countries
KW  - Contingent claims
KW  - Distance-to-default
TI  - Quantifying sovereign risk in the euro area
TY  - journal article
ER  -