High inflation during Russia-Ukraine war and financial market interaction : evidence from C-Vine Copula and SETAR models
Taher Hamza, Hayet Ben Haj Hamida, Mehdi Mili, Mina Sami
| Year of publication: |
2024
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| Authors: | Hamza, Taher ; Ben Haj Hamida, Hayet ; Mili, Mehdi ; Sami, Mina |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 2, Art.-No. 102384, p. 1-14
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| Subject: | C-Vine Copula | Financial markets | Inflation | Market volatility | Russia–Ukraine war | Finanzmarkt | Financial market | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Krieg | War | Theorie | Theory | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102384 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015056940