Data for: Tail Systemic Risk And Contagion: Evidence From the Brazilian and Latin America Banking Network

Name: Data for: Tail Systemic Risk And Contagion: Evidence From the Brazilian and Latin America Banking Network
Creator: Juan Arismendi Zambrano
Published: 2018-03-15T01:13:17.282Z
Keywords: Banking, Risk Management, Systemic Risk Analysis

Arismendi Zambrano, Juan; Ugolini, Andrea; Rivera-Castro, Miguel

doi:10.17632/k94k2jnjfm.1

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

Contributors:

Juan Arismendi Zambrano, Andrea Ugolini, Miguel Rivera-Castro

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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.

Data for: Tail Systemic Risk And Contagion: Evidence From the Brazilian and Latin America Banking Network

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