Work

A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector

Year: 2015

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2015.02.002

Authors: Juan C. Reboredo, Andrea Ugolini

Institution: Universidade de Santiago de Compostela

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Federación Española de Enfermedades Raras, Xunta de Galicia

Award: G3846261233

OpenAlex ID: W2092679565

FWCI: 7.658

Cites: 61

Cited by: 39

Related to: 10