Systemic risk of sovereign debt on West African Economic and Monetary Union’s treasury securities market: Estimation of a delta-CoVaR model

Auteur:  Sedjro Oscar Paoli Ricci Behanzin , Mamadou Abdoulaye Konté,  Babacar SENE (UCAD)

Article:Systemic risk of sovereign debt on West African Economic and Monetary Union’s treasury securities market: Estimation of a delta-CoVaR model

Revue: Reference Collection in Social Sciences  Book Chapter Encyclopedia (Elsevier)

Année:  2024