The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach
| Autor: | Melo-Velandia, Luis Fernando a, Romero, José Vicente b, ⁎, Ramírez-González, Mahicol Stiben c |
|---|---|
| Zdroj: | In Research in International Business and Finance January 2025 73 Part A |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect