Dependence and risk spillover effect of China's exchange market
Year of publication: |
2022
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Authors: | Liu, Chao ; Zhang, Ruixue |
Published in: |
Emerging markets, finance and trade : EMFT. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 1, p. 214-243
|
Subject: | copula | exchange market | Financial risk | spillover index | Spillover-Effekt | Spillover effect | China | Devisenmarkt | Foreign exchange market | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
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