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Home | Events Archive | Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
Seminar

Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads


  • Series
    Array
  • Speaker(s)
    Andrew Patton (Duke University, United States)
  • Field
    Finance
  • Location
    Amsterdam TI Finance Research Seminars
    Amsterdam
  • Date and time

    November 11, 2015
    00:00