A New Time-Varying Asymmetric Copula Analysis of the EU Sovereign Debt Crisis
Year of publication: |
2019
|
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Authors: | Kobayashi, Masahito |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Schuldenkrise | Debt crisis | Öffentliche Schulden | Public debt | Eurozone | Euro area | Internationale Staatsschulden | International sovereign debt | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 21, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3335602 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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