Modelling tail dependence structure between carry trade and BRICS markets : copula approach
Year of publication: |
2019
|
---|---|
Authors: | Nefzi, Nourhaine |
Published in: |
EuroMed journal of management. - [Olney, Bucks.] : Inderscience Enterprises Ltd, ISSN 2055-1703, ZDB-ID 2848430-7. - Vol. 3.2019, 1, p. 2-24
|
Subject: | carry trade | stock markets | BRICS countries | time-varying copulas | tail dependence structure |
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