Measuring Dependence in Financial Crisis A Copula Approach for Mexico and Brazil
This paper studies the dependence in Mexican and Brazilian financial markets trough a method that has proved to obtain better results —along with the characterization of non-linearity and asymptotic dependence— than the use of simple correlation analysis: the copula approach. Using weekly returns of...
Kaydedildi:
| Yayımlandı: | Economía Mexicana. Nueva Época |
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| Asıl Yazarlar: | , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Centro de Investigación y Docencia Económicas, A.C.
2013
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| Konular: | |
| Online Erişim: | https://www.redalyc.org/articulo.oa?id=32329969004 |
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