Modelling tail dependence structure between carry trade and BRICS markets : copula approach
Nourhaine Nefzi
| Year of publication: |
2019
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|---|---|
| Authors: | Nefzi, Nourhaine |
| Published in: |
EuroMed journal of management : EMJM. - Olney, Bucks : Inderscience, ISSN 2055-1711, ZDB-ID 2844407-3. - Vol. 3.2019, 1, p. 2-24
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| Subject: | carry trade | stock markets | BRICS countries | time-varying copulas | tail dependence structure | BRICS-Staaten | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Wechselkurs | Exchange rate | Währungsrisiko | Exchange rate risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/EMJM.2019.099954 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012250902