Dynamic Risk Spillovers from Oil to Stock Markets: Fresh Evidence from GARCH Copula Quantile Regression Based Covar Model
| Autor: | Maoxi Tian, Muneer Alshater, Seong-Min Yoon |
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| Rok vydání: | 2022 |
| Zdroj: | SSRN Electronic Journal. |
| ISSN: | 1556-5068 |
| DOI: | 10.2139/ssrn.4084299 |
| Databáze: | OpenAIRE |
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