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