Financial stress relationships among Euro area countries : an R-vine copula approach
Year of publication: |
2018
|
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Authors: | Zhang, Dalu ; Yan, Meilan ; Tsopanakis, Andreas |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 17, p. 1587-1608
|
Subject: | Euro area | Financial stress | FSI | GARCH | regular vine | vine copula | Eurozone | Multivariate Verteilung | Multivariate distribution | Finanzkrise | Financial crisis | EU-Staaten | EU countries | ARCH-Modell | ARCH model |
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