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Dynamic asymmetric dependence and portfolio management in cryptocurrency markets
Li, Danyang
;
Shi, Yukun
;
Xu, Liao
;
Xu, Yahua
;
Zhao, Yang
- In:
Finance research letters
48
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013462904
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Downside and upside risk spillovers from China to Asian stock markets : a CoVaR-copula approach
Jin, Xiaoye
- In:
Finance research letters
25
(
2018
),
pp. 202-212
Persistent link: https://www.econbiz.de/10012003526
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