Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
- Abakah, E.J.A.
- Tiwari, A.K.
- Alagidede, I.P.
- Gil-Alana, L.A.
Zeitschrift:
Finance Research Letters
ISSN: 1544-6123
Datum der Publikation: 2022
Ausgabe: 47
Art: Artikel
