市场篮子风险情景下的条件主权CDS：动态藤蔓Copula分析
Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis
International Review of Financial Analysis · 2022
被引 15
ABS 3
- Qunwei Wang
- Mengmeng Liu
- Xingyu Dai 通讯
- Fei Wu
- Ling Xiao
- Matthew C. Li
金融经济学计量经济学风险管理主权信用风险