Analyzing the EU sovereign debt crisis by a new asymmetric copula with reversible correlations
Year of publication: |
2022
|
---|---|
Authors: | Kobayashi, Masahito ; Chen, Jinghui |
Subject: | Asymmetry | capital flow | copula | stock-bond correlation | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Schuldenkrise | Debt crisis | Kapitaleinkommen | Capital income | Kapitalmobilität | Capital mobility | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Eurozone | Euro area |
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