The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments
Minjoo Kim, Junhong Yang, Pengcheng Song and Yang Zhao
| Year of publication: |
2021
|
|---|---|
| Authors: | Kim, Minjoo ; Yang, Junhong ; Song, Pengcheng ; Zhao, Yang |
| Subject: | Dependence structure | Expected shortfall | Foreign investments | TVAC model | Value-at-Risk | Auslandsinvestition | Foreign investment | Risikomaß | Risk measure | Devisenmarkt | Foreign exchange market | Theorie | Theory | Wechselkurs | Exchange rate | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1812701 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500192