A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Hans Manner, Gabriel Rodríguez, Florian Stöckler
| 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
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| Subject: | Changepoint analysis | Commodity prices | Copula | CoVaR | Latin American stock markets | Lateinamerika | Latin America | Rohstoffpreis | Commodity price | Aktienmarkt | Stock market | Wechselkurs | Exchange rate | Preiskonvergenz | Price convergence | Volatilität | Volatility | Schätzung | Estimation | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.08.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446630