Stability of cross-market bivariate return distributions during financial turbulence
Syeda Rabab Mudakkar, Jamshed Y. Uppal
| Year of publication: |
October 2018
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|---|---|
| Authors: | Mudakkar, Syeda Rabab ; Uppal, Jamshed Y. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 45.2018, p. 389-401
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| Subject: | Financialization | Spillover effects | Global financial crisis | GARCH models | Copula theory | Tail dependence | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.170 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011983293