Sovereign risk contagion in East Asia : a mixture of time-varying copulas approach
Yongwoong Lee, KiHoon Hong, and Kisung Yang
| Year of publication: |
2018
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| Authors: | Lee, Yong Woong ; Hong, KiHoon ; Yang, Kisung |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 7/8/9, p. 1513-1537
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| Subject: | East Asian economies | global financial crisis | mixture of time-varying copulas | sovereign risk contagion | tail dependence | Finanzkrise | Financial crisis | Ostasien | East Asia | Ansteckungseffekt | Contagion effect | Multivariate Verteilung | Multivariate distribution | Länderrisiko | Country risk | Schätzung | Estimation | Schuldenkrise | Debt crisis | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1445989 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012123613