Extreme Dependence in International Stock Markets
Year of publication: |
2009-11
|
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Authors: | Ning, Cathy |
Institutions: | Department of Economics, Ryerson University |
Subject: | Copulas | Tail dependence | Time varying dependence | International financial markets | Risk diversification |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 008 20 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C51 - Model Construction and Estimation ; G01 - Financial Crises ; G15 - International Financial Markets ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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