%0 Journal Article %1 Atil2016Conditional %A Atil, Ahmed %A Bradford, Marc %A Elmarzougui, Abdelaziz %A Lahiani, Amine %D 2016 %J Finance Research Letters %K copula-estimation, time-series financial-markets correlations cds %P 42--53 %R 10.1016/j.frl.2016.06.001 %T Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation %U http://dx.doi.org/10.1016/j.frl.2016.06.001 %V 19

@article{Atil2016Conditional, added-at = {2019-06-10T14:53:09.000+0200}, author = {Atil, Ahmed and Bradford, Marc and Elmarzougui, Abdelaziz and Lahiani, Amine}, biburl = {https://www.bibsonomy.org/bibtex/29b045c3772e077cd62c2faca084dd470/nonancourt}, citeulike-article-id = {14395707}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/j.frl.2016.06.001}, doi = {10.1016/j.frl.2016.06.001}, interhash = {3c5cbbaa9c04265329bf26669163c7d2}, intrahash = {9b045c3772e077cd62c2faca084dd470}, issn = {15446123}, journal = {Finance Research Letters}, keywords = {copula-estimation, time-series financial-markets correlations cds}, month = nov, pages = {42--53}, posted-at = {2017-07-18 11:42:58}, priority = {2}, timestamp = {2019-08-01T16:20:57.000+0200}, title = {{Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation}}, url = {http://dx.doi.org/10.1016/j.frl.2016.06.001}, volume = 19, year = 2016 }