We are grateful to Anthony Davison, Paul Embrechts, Jonathan Tawn, Feridun Turkman for discussions, and to the Editor and Reviewers for helpful recommendations, that led to a significant improvement of this article. We also thank participants of the 17th International Conference on Computing in Economics and Finance—Society for Computational Economics, for helpful suggestions. The first draft of this article was written while M. de C. was visiting Banco de Portugal and partially revised during his stay at the Swiss Federal Institute of Technology—Ecole Polytechnique Fédérale de Lausanne.
Extremal Dependence in International Output Growth: Tales from the Tails†
Version of Record online: 28 APR 2013
© 2013 The Department of Economics, University of Oxford and JohnWiley & Sons Ltd.
Oxford Bulletin of Economics and Statistics
Volume 76, Issue 4, pages 605–620, August 2014
How to Cite
de Carvalho, M. and Rua, A. (2014), Extremal Dependence in International Output Growth: Tales from the Tails. Oxford Bulletin of Economics and Statistics, 76: 605–620. doi: 10.1111/obes.12032
- Issue online: 3 JUL 2014
- Version of Record online: 28 APR 2013
- Manuscript Received: MAR 2013
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