Conditional Sovereign CDS in Market Basket Risk Scenario : A Dynamic Vine-Copula Analysis. / Wang, Qunwei; Liu, Mengmeng; Xiao, Ling; Dai, Xingyu ; Li, Matthew C.; Wu, Fei.

In: International Review of Financial Analysis, 11.01.2022.

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E-pub ahead of print


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    Embargo ends: 11/07/23

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Original languageEnglish
Article number102025
JournalInternational Review of Financial Analysis
Early online date11 Jan 2022
Publication statusE-pub ahead of print - 11 Jan 2022
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 44112906