Relationship between stock and currency markets conditional on the US stock returns : a vine copula approach
Year of publication: |
2018
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Authors: | Tachibana, Minoru |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 46.2018, p. 75-106
|
Subject: | Currency return | Stock return | Vine copula | Kapitaleinkommen | Capital income | Multivariate Verteilung | Multivariate distribution | Wechselkurs | Exchange rate | Börsenkurs | Share price | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | USA | United States |
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