Sectoral Dependence and Financial Contagion in the BRICS Grouping: An Application of the R-Vine Copulas.

Autor: Bonga-Bonga, Lumengo1 (AUTHOR) lbonga@uj.ac.za, Hendriks, Johannes J.1 (AUTHOR) Jurgens.Hendriks@fnb.co.za
Zdroj: Studies in Nonlinear Dynamics & Econometrics. Sep2024, p1. 15p. 2 Illustrations.
Databáze: Business Source Ultimate