High inflation during Russia-Ukraine war and financial market interaction : evidence from C-Vine Copula and SETAR models
Year of publication: |
2024
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Authors: | Hamza, Taher ; Ben Haj Hamida, Hayet ; Mili, Mehdi ; Sami, Mina |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 2, Art.-No. 102384, p. 1-14
|
Subject: | C-Vine Copula | Financial markets | Inflation | Market volatility | Russia–Ukraine war | Finanzmarkt | Financial market | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Krieg | War | Theorie | Theory | Welt | World |
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