Analysing contagion and bailout effects with copulae
Year of publication: |
2012
|
---|---|
Authors: | Weiß, Gregor |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 36.2012, 1, p. 1-32
|
Publisher: |
Springer |
Subject: | Contagion Effects | Bailout | Tail Dependence | Copula |
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