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.
Revue:
Finance Research Letters
ISSN: 1544-6123
Année de publication: 2022
Volumen: 47
Type: Article
