Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
Andrew Patton (Duke University, United States)
- TI Finance Research Seminars
Andrew Patton (Duke University, United States)
Fujin Zhou (VU University Amsterdam)
Martin Foureaux Koppensteiner (University of Leicester)
Dean Yang (University of Michigan, United States)
Matteo M. Galizzi (London School of Economics, United Kingdom)
Roman Zakharenko (National Research University Higher School of Economics, Russia)
Patrick Gagliardini (University of Lugano, Switzerland)
Michelle Rendall (University of Zurich, Switzerland)
Yun Dai (Erasmus University Rotterdam, the Netherlands)
Thorsten Joachims (Cornell University, United States)
Jasmin Gider (University of Bonn, Germany)
Sascha Steffen (ESMT - European School of Management and Technology, Germany)
XiaoXia Ye (Stockholm University, Sweden)
Attila Lindner (University College London, United Kingdom)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Ronny Razin (The London School of Economics, United Kingdom)
Cesare Robotti (Imperial College London, United Kingdom)
Dennis Petrie (The University of Melbourne, Australia)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Peter Hansen (European University Institute, Italy)