Systemic Risks Spillovers and Interdependence among Stock Markets: International Evidence with Covar-Copulas
Author:
Affiliation:
1. Department of Accounting and Finance; Kwame Nkrumah University of Science and Technology
2. African Finance and Economics Consult (AFEC)
3. Wits Business School, 2 ST David's Place; University of the Witwatersrand Graduate School of Business
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/saje.12182/fullpdf
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4. Global financial crisis, extreme interdependence, and contagion effects: The role of economic structure?;Aloui;Journal of Banking and Finance,2011
5. Spillover effects and conditional dependence;Ane;International Review of Economics and Finance,2005
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