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Sovereign risk zones in Europe during and after the debt crisis |
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| Authors: | Veni Arakelian Petros Dellaportas Marika Vezzoli |
| Institution: | 1. Department of Economic and Regional Development, Panteion University, Athens, Greece;2. Department of Statistical Science, University College London, London, UK;3. The Alan Turing Institute, London, UK;4. Department of Statistics, Athens University of Economics and Business, Athens, Greece;5. Department of Molecular and Translational Medicine, University of Brescia, Brescia, Italy |
| Abstract: | |
| Keywords: | Contagion Copula Credit default swaps Machine learning Regression trees Systemic risk |