Financial contagion in the subprime crisis context : a copula approach
Imen Zorgati, Faten Lakhal, Elmoez Zaabi
| Year of publication: |
2019
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|---|---|
| Authors: | Zorgati, Imen ; Lakhal, Faten ; Zaabi, Elmoez |
| 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. 269-282
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| Subject: | CML | Contagion | Copula | Intensity | Subprime crisis | Finanzkrise | Financial crisis | Subprime-Krise | Subprime financial crisis | Ansteckungseffekt | Contagion effect | Multivariate Verteilung | Multivariate distribution | Welt | World | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.11.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117859