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
- Ji, Q.
- Liu, B.-Y.
- Cunado, J.
- Gupta, R.
Revue:
North American Journal of Economics and Finance
ISSN: 1062-9408
Année de publication: 2020
Volumen: 51
Type: Article
