Linking Covid-19 epidemic and emerging market OAS : evidence using dynamic Copulas and Pareto distributions
Year of publication: |
2023
|
---|---|
Authors: | Chitou, Imdade ; Dufrénot, Gilles ; Esposito, Julien |
Published in: |
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions. - Cham : Springer International Publishing, ISBN 978-3-031-24486-5. - 2023, p. 45-81
|
Subject: | Corporate spreads | Covid-19 | Emerging economies | Pandemics | Schwellenländer | Coronavirus | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment | Multivariate Verteilung | Multivariate distribution | Welt | World |
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