Estimating redenomination risk under Gumbel-Hougaard survival copulas (Q2054855)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimating redenomination risk under Gumbel-Hougaard survival copulas
scientific article

    Statements

    Estimating redenomination risk under Gumbel-Hougaard survival copulas (English)
    0 references
    0 references
    3 December 2021
    0 references
    redenomination risk
    0 references
    default risk
    0 references
    credit defualt swaps
    0 references
    sovereign bonds
    0 references
    Euro crisis
    0 references

    Identifiers