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欧元区主权债务风险蔓延实证分析

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摘要 通过拓展Pesaran和Pick在2007年提出的经典蔓延模型PP模型来测试信贷事件在欧元区主权债券市场的蔓延,以实证的方法进一步证明在2008年1月1日—2012年2月1日之间,欧元区长期国债的收益率溢价之间存在着明显的传染效应。
作者 梁茹
机构地区 天津商业大学
出处 《对外经贸》 2013年第4期52-55,共4页 FOREIGN ECONOMIC RELATIONS & TRADE
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参考文献10

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