\textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389): Difference between revisions
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Revision as of 01:32, 5 March 2024
scientific article
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English | \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe |
scientific article |
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\textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (English)
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22 December 2015
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Marshall-Olkin distribution
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copula functions
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systemic risk
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financial crisis
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country risk
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sovereign default
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