Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
Year of publication: |
2011
|
---|---|
Authors: | Uribe, Jorge |
Published in: |
Lecturas de Economía. - Departamento de Economía, ISSN 0120-2596. - 2011, 75, p. 29-57
|
Publisher: |
Departamento de Economía |
Subject: | financial contagion | copulas | MGARCH | extreme dependence | financial markets | Colombia |
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