Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach
Author:
Funder
National Science Council
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11156-024-01285-1.pdf
Reference33 articles.
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4. Benoit S, Colliard J-E, Hurlin C, Pérignon C (2017) Where the Risks Lie: A Survey on Systemic Risk. Review of Finance 21(1):109–152
5. Bernal O, Gnabo J-Y, Guilmin G (2014) Assessing the Contribution of Banks, Insurance and Other Financial Services to Systemic Risk. J Bank Finance 47:270–287
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