Sovereign risk contagion in East Asia : a mixture of time-varying copulas approach
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 | Ostasien | East Asia | Finanzkrise | Financial crisis | Multivariate Verteilung | Multivariate distribution | Länderrisiko | Country risk | Ansteckungseffekt | Contagion effect | Asien | Asia | Internationaler Finanzmarkt | International financial market | Währungskrise | Currency crisis | Schwellenländer | Emerging economies |
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