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
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.
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Categories
Banking, Risk Management, Systemic Risk Analysis