Estimating redenomination risk under Gumbel-Hougaard survival copulas (Q2054855)
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scientific article; zbMATH DE number 7438499
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| English | Estimating redenomination risk under Gumbel-Hougaard survival copulas |
scientific article; zbMATH DE number 7438499 |
Statements
Estimating redenomination risk under Gumbel-Hougaard survival copulas (English)
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3 December 2021
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redenomination risk
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default risk
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credit defualt swaps
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sovereign bonds
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Euro crisis
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0.7978261113166809
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0.6698143482208252
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0.6662431359291077
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0.6607502698898315
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0.6603854298591614
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