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Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models
Boako, Gideon; Tiwari, Aviral Kumar; Ibrahim, Muazu; … - In: Finance research letters 31 (2019), pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
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COVID-19 and currency dependences : empirical evidence from BRICS
Xu, Yingying; Lien, Da-hsiang Donald - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014574912
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Correlation impulse response functions
Hafner, Christian M.; Herwartz, Helmut - In: Finance research letters 57 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
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Exploring the time-varying dependence between Bitcoin and the global stock market : evidence from a TVP-VAR approach
Zhao, Junming; Zhang, Tianding - In: Finance research letters 58 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014581628