Dependence structure across equity sectors: Evidence from vine copulas-Reference-Cited by-同舟云学术

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Dependence structure across equity sectors: Evidence from vine copulas

Published:2023-01 Issue:1 Volume:23 Page:184-202
ISSN:2214-8450
Container-title:Borsa Istanbul Review
language:en
Short-container-title:Borsa Istanbul Review

Author:

Aslam Faheem,Hunjra Ahmed Imran^ORCID,Bouri Elie,Mughal Khurrum Shahzad,Khan Mrestyal

Publisher

Elsevier BV

Subject

General Medicine

Reference65 articles.

1. Pair-copula constructions for financial applications: A review;Aas;Econometrics,2016

2. Pair-copula constructions of multiple dependence;Aas;Insurance: Mathematics and Economics,2009

3. The impact of national culture on the synchronicity of cross-listed firms;Abdallah;Finance Research Letters,2021

4. Does cross-listing in the US improve investment efficiency? Evidence from UK firms;Abed;The Quarterly Review of Economics and Finance,2019

5. Exploring GDP growth volatility spillovers across countries;Abosedra;Economic Modelling,2020

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