Exchange rate contagion in Latin America
Research in International Business and Finance(2015)
摘要
Estimated regular vine. The numbers indicate the exchange rates of the 6 Latin American countries as follows: 1=ARG, 2=BRA, 3=CHI, 4=COL, 5=MEX, 6=PER.
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关键词
Exchange rates,Contagion,Copula,Regular vine,Local correlation
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