Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads

标题
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
作者
关键词
-
出版物
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume 36, Issue 2, Pages 181-195
出版商
Informa UK Limited
发表日期
2016-04-14
DOI
10.1080/07350015.2016.1177535

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