Financial contagion in the subprime crisis context: A copula approach
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More about this item
KeywordsContagion; Intensity; CML; Copula; Subprime crisis;
- G01 - Financial Economics - - General - - - Financial Crises
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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