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

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

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Bibliographic Details
Main Authors:	Paulo Pereira da Silva, Paulo Tomaz Rebelo, Cristina Afonso
Format:	Article
Language:	English
Published:	De Gruyter 2013-09-01
Series:	Economics : the Open-Access, Open-Assessment e-Journal
Online Access:	http://www.economics-ejournal.org/economics/discussionpapers/2013-52

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