A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector

  1. Reboredo, J.C.
  2. Ugolini, A.
Revista:
North American Journal of Economics and Finance

ISSN: 1062-9408

Ano de publicación: 2015

Volume: 32

Páxinas: 98-123

Tipo: Artigo

DOI: 10.1016/J.NAJEF.2015.02.002 GOOGLE SCHOLAR