Analyzing the EU sovereign debt crisis by a new asymmetric copula with reversible correlations
Masahito Kobayashi and Jinghui Chen
| Year of publication: |
2022
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|---|---|
| Authors: | Kobayashi, Masahito ; Chen, Jinghui |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 56, p. 6497-6509
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| Subject: | Asymmetry | capital flow | copula | stock-bond correlation | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Schuldenkrise | Debt crisis | Kapitaleinkommen | Capital income | Kapitalmobilität | Capital mobility | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Eurozone | Euro area |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2069672 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013411390