Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments-Reference-Cited by-同舟云学术

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Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments

Published:2022-12-05 Issue: Volume: Page:1-24
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Usman Muhammad¹^ORCID,Umar Zaghum²³^ORCID,Gubareva Mariya⁴⁵^ORCID,Tran Dang Khoa³

Affiliation:

1. COMSATS University Islamabad, Lahore campus, Lahore, Pakistan

2. College of Business, Zayed University, Abu Dhabi, United Arab Emirates

3. Institute of Business Research, University of Economics Ho Chi Minh City, Ho Chi Minh City, Vietnam

4. ISEG – Lisbon School of Economics & Management, Universidade de Lisboa, Lisbon, Portugal

5. SOCIUS/CSG - Research in Social Sciences and Management, Lisbon, Portugal

Funder

Fundação para a Ciência e a Tecnologia

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2141455

Reference69 articles.

1. Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models

4. COVID-19 related media sentiment and the yield curve of G-7 economies

5. Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

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