China's liberalizing stock market, crude oil, and safe-haven assets : a linkage study based on a novel multivariate wavelet-vine copula approach
Hao Ji, Hao Wang, Rui Zhong, Min Li
| Year of publication: |
2020
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|---|---|
| Authors: | Ji, Hao ; Wang, Hao ; Zhong, Rui ; Li, Min |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 93.2020, p. 187-204
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| Subject: | China's liberalizing stock market | Crude oil | Multivariate dependence structure | Safe-haven assets | Wavelet-vine copula approach | China | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Erdöl | Petroleum | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.07.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430113