Exchange rates and the global transmission of equity market shocks
Javier Ojea-Ferreiro, Juan C. Reboredo
| Year of publication: |
2022
|
|---|---|
| Authors: | Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 114.2022, p. 1-23
|
| Subject: | Copulas | Cross-expected shortfall | Exchange rates | International equity markets | Aktienmarkt | Stock market | Wechselkurs | Exchange rate | Welt | World | Schock | Shock | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Kapitaleinkommen | Capital income | Theorie | Theory | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.105914 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367523