{"id":993,"date":"2020-02-28T18:07:51","date_gmt":"2020-02-28T17:07:51","guid":{"rendered":"https:\/\/aemiusc.es\/publicacion\/systemic-risk-in-european-sovereign-debt-markets-a-covar-copula-approach\/"},"modified":"2020-04-16T23:40:33","modified_gmt":"2020-04-16T21:40:33","slug":"systemic-risk-in-european-sovereign-debt-markets-a-covar-copula-approach","status":"publish","type":"publicacion","link":"https:\/\/aemiusc.es\/en\/publication\/systemic-risk-in-european-sovereign-debt-markets-a-covar-copula-approach\/","title":{"rendered":"Systemic risk in European sovereign debt markets: A CoVaR-copula approach"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">Reboredo, J.C., Ugolini, A. (2015). Systemic risk in European sovereign debt markets: A CoVaR-copula approach. <em>Journal of International Money and Finance, 51<\/em>, 214-244. <\/p>\n","protected":false},"featured_media":0,"template":"","categorias":[64],"ano":[84],"class_list":["post-993","publicacion","type-publicacion","status-publish","hentry","categorias-articles-in-scientific-journals","ano-2015-en"],"acf":[],"_links":{"self":[{"href":"https:\/\/aemiusc.es\/en\/wp-json\/wp\/v2\/publicacion\/993","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/aemiusc.es\/en\/wp-json\/wp\/v2\/publicacion"}],"about":[{"href":"https:\/\/aemiusc.es\/en\/wp-json\/wp\/v2\/types\/publicacion"}],"wp:attachment":[{"href":"https:\/\/aemiusc.es\/en\/wp-json\/wp\/v2\/media?parent=993"}],"wp:term":[{"taxonomy":"categorias","embeddable":true,"href":"https:\/\/aemiusc.es\/en\/wp-json\/wp\/v2\/categorias?post=993"},{"taxonomy":"ano","embeddable":true,"href":"https:\/\/aemiusc.es\/en\/wp-json\/wp\/v2\/ano?post=993"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}