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Publication Year:
2018
Sebastian Opitz
;
Henry Seidel
;
Alexander Szimayer
Measuring crisis risk using conditional copulas: An empirical analysis of the...
The shipping crisis starting in 2008 was characterized by sharply decreasing freight rates and sharply increasing financing costs. We analyze the dependence structure of these...
DOI:10.15456/jae.2022326.0708089712
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