China's liberalizing stock market, crude oil, and safe-haven assets : a linkage study based on a novel multivariate wavelet-vine copula approach
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 |
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