Reboredo, J.C., Ugolini, A. (2015). Systemic risk in European sovereign debt markets: A CoVaR-copula approach. Journal of International Money and Finance, 51, 214-244.
ANÁLISE ECONÓMICA DOS MERCADOS E INSTITUCIÓNS
Reboredo, J.C., Ugolini, A. (2015). Systemic risk in European sovereign debt markets: A CoVaR-copula approach. Journal of International Money and Finance, 51, 214-244.