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: 15-03-2018| Version 1 | DOI: 10.17632/k94k2jnjfm.1

Contributors:

Juan Arismendi Zambrano,

Andrea Ugolini,

Miguel Rivera-Castro

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.

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

Description

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