Detecting exchange rate contagion using copula functions
Juan S. Cubillos-Rocha, Jose E. Gomez-Gonzalez, Luis F. Melo-Velandia
| Year of publication: |
2019
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|---|---|
| Authors: | Cubillos-Rocha, Juan S. ; Gómez González, José Eduardo ; Melo-Velandia, Luis Fernando |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 47.2019, p. 13-22
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| Subject: | Copula functions | Emerging and developed economies | Exchange rate contagion | Multivariate Verteilung | Multivariate distribution | Wechselkurs | Exchange rate | Schwellenländer | Emerging economies | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Theorie | Theory | Währungskrise | Currency crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117799