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.

Files

Categories

Banking, Risk Management, Systemic Risk Analysis

Licence