Data for: Tail Systemic Risk And Contagion: Evidence From the Brazilian and Latin America Banking Network
Published: 15-03-2018| Version 1 | DOI: 10.17632/k94k2jnjfm.1
Contributors:
Description
In this file we have the input data for calculating the CoVaR (Latin America financial Indices returns), fitted copulas, test statistics, and the LATAM banking system CoVaR.