Dependence patterns across financial markets: a mixed copula approach
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603100500426515
Reference26 articles.
1. Trade Linkages and Output-Multiplier Effects: a Structural VAR Approach with a Focus on Asia*
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3. Ang, A, Chen, J and Xing, Y. 2002. Downside correlation and expected stock returns. 2002. Working paper, Columbia Business School.
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