Asymmetries in risk spillovers between currency and stock markets : evidence from the CoVaR-copula approach
Yi-Chiuan Wang, Yi-hao Lai, Jyh-Lin Wu
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Yi-Chiuan ; Lai, Yi-hao ; Wu, Jyh-lin |
| Subject: | Copula | CoVaR | Exchange rates | Risk spillovers | Stock prices | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Börsenkurs | Share price | Risiko | Risk | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-024-01285-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015178475