Tail Dependence of Financial Stocks and CDS Markets -- Evidence Using Copula Methods and Simulation-Based Inference.

Published in:

Economics: The Open-Access, Open-Assessment E-Journal, 2014, v. 8, n. 39, p. 1, doi. 10.5018/economics-ejournal.ja.2014-39

By:

• da Silva, Paulo Pereira;
• Tomaz Rebelo, Paulo;
• Afonso, Cristina

Publication type:

Article