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Sovereign contagion risk measure across financial markets in the eurozone : a bivariate copulas and Markov Regime Switching ARMA based approaches
Bouker, Sawsen
;
Mansouri, Fayçal
- In:
Review of world economics
158
(
2022
)
2
,
pp. 615-711
Persistent link: https://www.econbiz.de/10014307166
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