spillover measures, variance decomposition, connectedness of Eurozone and markets
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 M.Sc. Rebekka Buse |
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Wissenschaftliche Angestellte Sprechstunden: nach Vereinbarung Raum: 305 in Geb. 09.21 (Blücherstr.17) Tel.: +49 721 608-43434 rebekka buseMpy4∂kit edu |
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research interests:
Publications and Working Papers
Publications:
Measuring Connectedness of Euro Area Sovereign Risk (joint with Melanie Schienle), International Journal of Forecasting, 2019, Vol.35 , No.1, 25-44; [doi:10.1016/j.ijforecast.2018.07.010] 
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Work in progress:
Effectiveness of Policy and Regulation in European Sovereign Credit Risk Markets - A Network Analysis joint with Melanie Schienle and Jörg Urban
CV
[CV] (Stand 11/2018)
