How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Can-Zhong Yao, Min-Jian Li, Xin Xu
| Year of publication: |
2023
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|---|---|
| Authors: | Yao, Can-Zhong ; Li, Min-Jian ; Xu, Xin |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 88.2023, p. 347-364
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| Subject: | BSADF | Bubble | Financial risk | Vine copula | Spekulationsblase | Bubbles | Multivariate Verteilung | Multivariate distribution | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Risiko | Risk | Börsenkurs | Share price | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Finanzrisiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.06.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475372