Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach

Author： Yang Lu Ma Jason Z. Hamori Shigeyuki

Publisher： MDPI

E-ISSN： 2071-1050|10|2|324-324

ISSN： 2071-1050

Source： Sustainability, Vol.10, Iss.2, 2018-01, pp. : 324-324

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