International dependence and contagion across asset classes : the case of Poland
Michał Adam; Piotr Bańbuła; Michał Markun
| Year of publication: |
2015
|
|---|---|
| Authors: | Adam, Michał ; Bańbuła, Piotr ; Markun, Michał |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 65.2015, 3, p. 254-270
|
| Subject: | copulas | dependence | tail dependence | contagion | Polen | Poland | Multivariate Verteilung | Multivariate distribution | Ansteckungseffekt | Contagion effect | Internationaler Finanzmarkt | International financial market | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010532095