Cristina Afonso

Bank of Portugal, Lisboa, Portugal

cmafonso <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: 624 | JEL: G13, G14, G15 | discussible | 4 comments