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

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.

在本文件中，我们包含了计算拉丁美洲金融指数回报的CoVaR（条件价值风险）所需输入数据、拟合的Copula函数、检验统计量以及拉丁美洲银行系统CoVaR的相关信息。