A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Yi-Chiuan ; Wu, Jyh-Lin ; Lai, Yi-Hao |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 5, p. 1706-1719
|