Carvalho, Miguel; Rua, António - In: Oxford Bulletin of Economics and Statistics 76 (2014) 4, pp. 605-620
type="main" xml:id="obes12032-abs-0001" <title type="main">Abstract</title> <p>This article explores the comovement of the economic activity of several OECD countries during periods of large negative and positive growth. Extremal dependence measures are here applied to assess the degree of cross-country tail dependence of...</p>
