The crude oil-stock market dependence and its determinants : evidence from emerging economies
Year of publication: |
2019
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Authors: | Wen, Xiaoqian ; Bouri, Elie ; Cheng, Hua |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 10, p. 2254-2274
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Subject: | copulas | crude oil-stock market dependence | determinants of dependence | emerging economies | Schwellenländer | Emerging economies | Multivariate Verteilung | Multivariate distribution |
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