Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Year of publication: |
2023
|
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Authors: | Chang, Kuang-Liang ; Lee, Chingnun ; He, Chi-Wei |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 16, p. 2189-2194
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Subject: | mixture mechanism | S&P 500 | tail dependence | U.S. dollar index | USA | United States | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | US-Dollar | US dollar | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index |
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