The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach

DOI: 
https://doi.org/10.1016/j.ribaf.2024.102601
Publicado: 
Authors:
Luis Fernando Melo-Velandia,
José Vicente Romero-Chamorroa,
Mahicol Stiben Ramírez-Gonzáleze
Clasificación JEL: 
C58, G15, G17
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