Work

The Dark Side of Global Integration: Increasing Tail Dependence

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1253362

Authors: Michel A. R. Beine, Antonio Cosma, Robert Vermeulen

Institutions: Ifo Institute for Economic Research, University of Luxembourg, De Nederlandsche Bank

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2117057028

Cites: 61

Cited by: 47

Related to: 10