Tail dependence of financial stocks and CDS markets–Evidence using copula methods and simulation-based inference

Da Silva, P. P., Rebelo, P. T., & Afonso, C. , (2014) , "Tail dependence of financial stocks and CDS markets–Evidence using copula methods and simulation-based inference" , Economics , 8 .
Autor(es) CEFAGE
Paulo Miguel Pereira da Silva
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