Data for: Tail Systemic Risk And Contagion: Evidence From the Brazilian and Latin America Banking Network
Published: 15 March 2018| Version 1 | DOI: 10.17632/k94k2jnjfm.1
Juan Arismendi Zambrano,
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.
Banking, Risk Management, Systemic Risk Analysis