An assessment of contagion risks in the banking system using non-parametric and Copula approaches
Sign Up to like & getrecommendations! 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… read more here.
Keywords: banking system; copula approaches; parametric copula; contagion ... See more keywords
Dependence of Drought Characteristics: Parametric and Non-parametric Copula Approach
Sign Up to like & getrecommendations! Published in 2024 at "Pakistan Journal of Statistics and Operation Research"
DOI: 10.18187/pjsor.v20i3.4609
Abstract: Drought, which has harmful impacts both environmentally and economically, is one of the most devastating natural phenomena. In order to better understand and monitor the effects of drought, various methods have been developed in recent… read more here.
Keywords: drought; parametric non; drought characteristics; parametric copula ... See more keywords