Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2013-09-01
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| Series: | Economics : the Open-Access, Open-Assessment e-Journal |
| Online Access: | http://www.economics-ejournal.org/economics/discussionpapers/2013-52 |