Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas
Semih Emre Çekin, Ashis Kumar Pradhan, Aviral Kumar Tiwari, Rangan Gupta
| Year of publication: |
2020
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|---|---|
| Authors: | Çekin, Semih Emre ; Pradhan, Ashis Kumar ; Tiwari, Aviral Kumar ; Gupta, Rangan |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 76.2020, p. 207-217
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| Subject: | Economic policy uncertainty | Vine copula | Emerging economies | Wirtschaftspolitik | Economic policy | Lateinamerika | Latin America | Schwellenländer | Multivariate Verteilung | Multivariate distribution | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.07.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012417581