Browse "MA-Journal Papers(저널논문)" by Subject WAKE

Showing results 1 to 1 of 1

1
A copula-based systemic risk measure: application to investment-grade and high-yield CDS portfolios

Choi, So Eun; Jang, Hyun Jin; Choe, Geon Ho, APPLIED ECONOMICS LETTERS, v.27, no.15, pp.1264 - 1271, 2020-09

rss_1.0 rss_2.0 atom_1.0