A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Year of publication: |
2024
|
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Authors: | Manner, Hans ; Rodriguez, Gabriel ; Stöckler, Florian |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 1385-1403
|
Subject: | Changepoint analysis | Commodity prices | Copula | CoVaR | Latin American stock markets | Lateinamerika | Latin America | Aktienmarkt | Stock market | Rohstoffpreis | Commodity price | Volatilität | Volatility | Preiskonvergenz | Price convergence | Schätzung | Estimation | Multivariate Verteilung | Multivariate distribution | Wechselkurs | Exchange rate |
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