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 |
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Zdroj: | Studies in Nonlinear Dynamics & Econometrics. Sep2024, p1. 15p. 2 Illustrations. |
Databáze: | Business Source Ultimate |
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