Paulo Tomaz Rebelo

Bank of Portugal, Lisboa, Portugal

ptrebelo <at> bportugal.pt

Papers

2013-52
DiscussionPaper
Paulo Pereira da Silva, Paulo Tomaz Rebelo, and Cristina Afonso
Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
September 30, 2013 | downloads: 897 | JEL: G13, G14, G15 | 6 comments | journal article
2014-39
JournalPaper
Paulo Pereira da Silva, Paulo Tomaz Rebelo, and Cristina Afonso
Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
November 11, 2014 | downloads: 985 | JEL: G13, G14, G15