๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Measuring financial contagion: A Copula approach

โœ Scribed by Juan Carlos Rodriguez


Book ID
116641608
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
865 KB
Volume
14
Category
Article
ISSN
0927-5398

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Spatial contagion between financial mark
โœ Fabrizio Durante; Piotr Jaworski ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 333 KB

## Abstract A method is proposed for defining and investigating spatial contagion between two financial markets __X__ and __Y__ by using the information contained in their copula. A practical illustration of the introduced method is also given by examining the presence of contagion among two Europe

Measuring financial risks with copulas
โœ Beatriz Vaz de Melo Mendes; Rafael Martins de Souza ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 427 KB