Detecting exchange rate contagion using copula functions
Year of publication: |
2019
|
---|---|
Authors: | Cubillos-Rocha, Juan S. ; Gómez González, José Eduardo ; Melo-Velandia, Luis Fernando |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 47.2019, p. 13-22
|
Subject: | Copula functions | Emerging and developed economies | Exchange rate contagion | Multivariate Verteilung | Multivariate distribution | Wechselkurs | Exchange rate | Schwellenländer | Emerging economies | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Volatilität | Volatility |
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