Dependence dynamics among exchange rates, commodities and the Brazilian stock market using the R-vine SCAR model
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Published:2018
Issue:2
Volume:21
Page:37-62
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ISSN:1465-1211
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Container-title:Journal of Risk
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language:
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Short-container-title:JOR
Author:
Salgado Daniel Henrique,Candido Osvaldo
Publisher
Infopro Digital Services Limited
Subject
Strategy and Management,Finance