Dependence and Contagion Between Asset Prices in Poland and Abroad. A Copula Approach
Year of publication: |
2013
|
---|---|
Authors: | Adam, Michał |
Other Persons: | Banbula, Piotr (contributor) ; Markun, Michal (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Polen | Poland | Multivariate Verteilung | Multivariate distribution | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Wechselkurs | Exchange rate | Öffentliche Anleihe | Public bond | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (38 p) |
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Series: | National Bank of Poland Working Paper ; No. 169 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2369256 [DOI] |
Classification: | c58 ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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