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Published in 2020 at "Economic Analysis and Policy"
DOI: 10.1016/j.eap.2019.11.007
Abstract: This study endeavours to shed some light on the Contagion risk in the Vietnamese banking system. In so doing, we analyse the contagion risk through stock returns on listed commercial banks by employing non-parametric and…
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Keywords:
banking system;
copula approaches;
parametric copula;
contagion ... See more keywords