Analysing contagion and bailout effects with copulae
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More about this item
KeywordsContagion Effects; Bailout; Tail Dependence; Copula; C01; G14; G21; G28;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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