A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Year of publication: |
December 2021
|
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Authors: | Manner, Hans ; Rodriguez, Gabriel ; Stöckler, Florian |
Publisher: |
Graz : Department of Economics, Department of Public Economics, University of Graz |
Subject: | Stock markets | commodity prices | Changepoint analysis | volatility | dependence modeling | copula | CoVaR | Volatilität | Volatility | Lateinamerika | Latin America | Aktienmarkt | Stock market | Rohstoffpreis | Commodity price | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Rohstoffmarkt | Commodity market | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
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Series: | Graz economics papers : GEP. - Graz, ZDB-ID 2677671-6. - Vol. GEP 2021, 14 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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