Linking Covid-19 epidemic and emerging market OAS : evidence using dynamic Copulas and Pareto distributions
Imdade Chitou, Gilles Dufrénot, and Julien Esposito
| Year of publication: |
2023
|
|---|---|
| Authors: | Chitou, Imdade ; Dufrénot, Gilles ; Esposito, Julien |
| Published in: |
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions. - Cham : Springer International Publishing, ISBN 978-3-031-24486-5. - 2023, p. 45-81
|
| Subject: | Corporate spreads | Covid-19 | Emerging economies | Pandemics | Schwellenländer | Coronavirus | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment | Multivariate Verteilung | Multivariate distribution | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-031-24486-5_3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014282547