Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
Year of publication: |
2018
|
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Authors: | Yang, Lu ; Yang, Lei ; Hamori, Shigeyuki |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 59.2018, p. 19-34
|
Subject: | Copula | Dependence | Sovereign credit default swap | Wavelet | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Multivariate Verteilung | Multivariate distribution | Welt | World | BRICS-Staaten | BRICS countries | Schwellenländer | Emerging economies | Länderrisiko | Country risk | Brasilien | Brazil |
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