Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Xinmiao Zhou, Huanhuan Qian, Jorge. V. Pérez-Rodríguez, Beatriz González López-Valcárcel
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhou, Xinmiao ; Qian, Huanhuan ; Pérez Rodríguez, Jorge V. ; González López-Valcárcel, Beatriz |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-19
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| Subject: | Pharmaceutical indexes | Value-at-Risk | Copula model | fractional cointegration | USA | United States | Kointegration | Cointegration | China | Pharmaindustrie | Pharmaceutical industry | Risikomaß | Risk measure | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Aktienindex | Stock index | Schätzung | Estimation | Arzneimittel | Pharmaceuticals |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101175 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654918