Funder
Ministry of Science and Technology,Taiwan
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference41 articles.
1. Aloui, R., Aissa, M. S. B., & Nguyen, D. K. (2011). Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure. Journal of Banking and Finance, 35, 130–141.
2. Barunik, J., & Kley, T. (2019). Quantile coherency: A general measure for dependence between cyclical economic variables. Econometrics Journal, 22, 131–152.
3. Baumohl, E., & Shahzad, S. J. H. (2019). Quantile coherency networks of international stock markets. Finance Research Letters, 31, 119–129.
4. Branson, W. H. (1983). Macroeconomic determinants of real exchange risk. In R. J. Herring (Ed.), Managing foreign exchange risk. Cambridge: Cambridge University Press.
5. Buscher, A., Jaschke, S., & Wied, D. (2015). Nonparameteric tests for constant tail dependence with an application to energy and finance. Journal of Econometrics, 187, 154–168.
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献