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~institution:"Banca d'Italia"
~institution:"Institut für Weltwirtschaft (IfW)"
~person:"Afonso, Cristina"
~subject:"banking"
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Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
Silva, Paulo Pereira da
;
Rebelo, Paulo Tomaz
;
Afonso, …
-
Institut für Weltwirtschaft (IfW)
-
2013
means that, surprisingly, the association between stock prices and spreads of the
banking
sector does not seem to surge in …
Persistent link: https://www.econbiz.de/10010956052
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