Extreme co-movements and dependencies among major international exchange rates: A copula approach
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference83 articles.
1. Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach;Aloui;Journal of International Money and Finance,2013
2. A time-varying copula approach to oil and stock market dependence: The case of transition economies;Aloui;Energy Economics,2013
3. Stock and foreign exchange market linkages in emerging economies;Andreou;Journal of International Financial Markets, Institutions and Money,2013
4. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet;Andrieș;Economic Modelling,2014
5. Exchange return co-movements and volatility spillovers before and after the introduction of euro;Antonakakis;Journal of International Financial Markets, Institutions and Money,2012
Cited by 34 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries;The North American Journal of Economics and Finance;2025-01
2. Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries;The Quarterly Review of Economics and Finance;2024-12
3. Global power and Stock market co-movements: A study of G20 markets;Global Finance Journal;2024-09
4. Contagion and linkages across international currencies;International Review of Financial Analysis;2024-07
5. Do market conditions affect interconnectedness pattern of socially responsible equities?;International Review of Economics & Finance;2024-06
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3