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Riadh Aloui & Mohamed Safouane Ben Aissa

Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure...

Xuất bản: 27 July, 2022

The paper examines the extent of the current global crisis and the contagion effects it induces by conducting an empirical investigation of the extreme financial interde- pendences of some selected emerging markets with the US. Several copula functions...