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Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang
;
Lee, Chingnun
;
He, Chi-Wei
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
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2
Purchasing power parity, productivity differentials and non-linearity
Wu, Jyh-lin
;
Chen, Peifeng
;
Lee, Ching-nun
- In:
The Manchester School
77
(
2009
)
3
,
pp. 271-287
Persistent link: https://www.econbiz.de/10003837851
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