Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Ningjing Dai"'
Publikováno v:
Heliyon, Vol 8, Iss 11, Pp e11737- (2022)
We first employ the method of multivariate GARCH models and Vine-Copula-CoVaR to analyse relationships between dependence, systematic risk spillover, and volatility spillover between the USD/CNY exchange rate and the returns on WTI crude oil futures
Externí odkaz:
https://doaj.org/article/3d93f04cf05446dabf881975155baa0c
