Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data

  1. Ji, Q.
  2. Liu, B.-Y.
  3. Cunado, J.
  4. Gupta, R.
Revista:
North American Journal of Economics and Finance

ISSN: 1062-9408

Any de publicació: 2020

Volum: 51

Tipus: Article

DOI: 10.1016/J.NAJEF.2018.09.004 GOOGLE SCHOLAR

Objectius de Desenvolupament Sostenible

Font de les dades: Scopus