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ADCC-ΔCoVaR
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Du, Donglei
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Fang, Libing
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Yan, Panpan
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Yu, Honghai
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Finance research letters
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International review of economics & finance : IREF
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Risk contribution of crude oil to industry stock returns
Yu, Honghai
;
Du, Donglei
;
Fang, Libing
;
Yan, Panpan
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10012034202
Saved in:
2
How EPU drives long-term industry beta
Yu, Honghai
;
Fang, Libing
;
Du, Donglei
;
Yan, Panpan
- In:
Finance research letters
22
(
2017
),
pp. 249-258
Persistent link: https://www.econbiz.de/10011808171
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