Conditional Sovereign CDS in Market Basket Risk Scenario: A Dynamic Vine-Copula Analysis

Qunwei Wang, Mengmeng Liu, Ling Xiao, Xingyu Dai, Matthew C. Li, Fei Wu

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article number102025
JournalInternational Review of Financial Analysis
Early online date11 Jan 2022
DOIs
Publication statusPublished - Mar 2022

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