The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
| Autor: | Maoxi Tian, Rim El Khoury, Muneer M. Alshater |
|---|---|
| Rok vydání: | 2023 |
| Předmět: | |
| Zdroj: | Journal of International Financial Markets, Institutions and Money. 82:101712 |
| ISSN: | 1042-4431 |
| DOI: | 10.1016/j.intfin.2022.101712 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full Text from ScienceDirect