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

  1. Abakah, E.J.A.
  2. Tiwari, A.K.
  3. Alagidede, I.P.
  4. Gil-Alana, L.A.
Revista:
Finance Research Letters

ISSN: 1544-6123

Ano de publicación: 2022

Volume: 47

Tipo: Artigo

DOI: 10.1016/J.FRL.2021.102535 GOOGLE SCHOLAR lock_openAcceso aberto editor

Obxectivos de Desenvolvemento Sustentable

Fonte de datos: Scopus