Measuring Sovereign Contagion in Europe

58 Pages Posted: 16 Sep 2020 Last revised: 18 Mar 2022

See all articles by Massimiliano Caporin

Massimiliano Caporin

University of Padua - Department of Statistical Sciences

Loriana Pelizzon

Goethe University Frankfurt - Faculty of Economics and Business Administration

Francesco Ravazzolo

Free University of Bozen-Bolzano

Roberto Rigobon

Massachusetts Institute of Technology (MIT) - Sloan School of Management; National Bureau of Economic Research (NBER)

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Date Written: January 2013

Abstract

No abstract available.

Suggested Citation

Caporin, Massimiliano and Pelizzon, Loriana and Ravazzolo, Francesco and Rigobon, Roberto, Measuring Sovereign Contagion in Europe (January 2013). NBER Working Paper No. w18741, Available at SSRN: https://ssrn.com/abstract=3693541

Massimiliano Caporin (Contact Author)

University of Padua - Department of Statistical Sciences ( email )

Via Battisti, 241
Padova, 35121
Italy

Loriana Pelizzon

Goethe University Frankfurt - Faculty of Economics and Business Administration ( email )

Theodor-W.-Adorno-Platz 3
Frankfurt am Main, D-60323
Germany

Francesco Ravazzolo

Free University of Bozen-Bolzano ( email )

Sernesiplatz 1
Bozen-Bolzano, BZ 39100
Italy

Roberto Rigobon

Massachusetts Institute of Technology (MIT) - Sloan School of Management ( email )

E52-447
Cambridge, MA 02142
United States
617-258-8374 (Phone)
617-258-6855 (Fax)

National Bureau of Economic Research (NBER) ( email )

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

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