Time-Varying Systemic Risk: Evidence from a Dynamic Copula...

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Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads

Oh, Dong Hwan, Patton, Andrew J.
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2269405
File:
PDF, 641 KB
english, 2013
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