Arismendi-Zambrano, Juan 
; Belitsky, Vladimir ; Sobreiro, Vinicius Amorim; Kimura, Herbert
Source: Journal of Financial Stability. Unidade: IME
Subjects: POLÍTICA DE PREÇO, ESTATÍSTICA APLICADA
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ARISMENDI-ZAMBRANO, Juan et al. The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. Journal of Financial Stability, v. 58, 2022Tradução . . Disponível em: https://doi.org/10.1016/j.jfs.2021.100969. Acesso em: 12 nov. 2024.APA
Arismendi-Zambrano, J., Belitsky, V., Sobreiro, V. A., & Kimura, H. (2022). The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. Journal of Financial Stability, 58. doi:10.1016/j.jfs.2021.100969NLM
Arismendi-Zambrano J, Belitsky V, Sobreiro VA, Kimura H. The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing [Internet]. Journal of Financial Stability. 2022 ; 58[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jfs.2021.100969Vancouver
Arismendi-Zambrano J, Belitsky V, Sobreiro VA, Kimura H. The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing [Internet]. Journal of Financial Stability. 2022 ; 58[citado 2024 nov. 12 ] Available from: https://doi.org/10.1016/j.jfs.2021.100969
