Macro, Finance and Accounting
MFA
Beihang University
Pekín, ChinaPublikationen in Zusammenarbeit mit Forschern von Beihang University (1)
2020
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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
North American Journal of Economics and Finance, Vol. 51