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Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies : evidence using quantile coherency and NGCoVaR approaches
Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 81 (2019), pp. 1011-1028
Persistent link: https://www.econbiz.de/10012173042
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Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 83 (2019), pp. 445-466
Persistent link: https://www.econbiz.de/10012176162