The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies-Reference-Cited by-同舟云学术

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The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies

Published:2023-01 Issue: Volume:82 Page:101712
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Tian Maoxi,El Khoury Rim,Alshater Muneer M.

Funder

Northwest A&F University

Ministry of Education of the People's Republic of China

Chinese Universities Scientific Fund

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference117 articles.

1. Bootstrap tests for distributional treatment effects in instrumental variable models;Abadie;J. Am. Stat. Assoc.,2002

2. Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines;Abdalla;Appl. Financ. Econ.,1997

3. CoVaR;Adrian;Am. Econ. Rev.,2016

4. Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis;Afshan;Physica A,2018

5. Exchange Rates and Stock Prices: A Study of US Capital;Aggarwal;Akron Business and Economic Review,1981

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