This website provides additional interactive resources to accompany the research paper What's Mine is Yours: Sovereign Risk Transmission during the European Debt Crisis by Matthew Greenwood-Nimmo, Viet Nguyen and Yongcheol Shin
The paper is part of an Australian Research Council funded project on credit risk transmission in the global economy
The paper applies existing tools for the analysis of statistical distributions to track the transmission of sovereign risk in Europe
The output from the model is an approximation of the European sovereign risk network which tracks its evolution over time
Under the Network Visualisations tab we provide several graphical illustrations which demonstrate the evolution of the European sovereign risk network between January 2006 and July 2015
Under the Methodology tab we provide a sketch of the estimation methodology
Under the Dataset tab we describe the data used to construct the network
Under the About Us tab you can find links to our instutional and personal websites
Please note that this is a preliminary working version of the website and its content is subject to change without notice