The study on the tail dependence structure between the economic policy uncertainty and several financial markets
Can-Zhong Yao, Bo-Yi Sun
| Year of publication: |
2018
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|---|---|
| Authors: | Yao, Can-Zhong ; Sun, Bo-Yi |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 45.2018, p. 245-265
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| Subject: | CDS | EPU | Tail dependence | Time-varying Copula | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution | Finanzmarkt | Financial market | Wirtschaftspolitik | Economic policy | Ausreißer | Outliers | Kreditderivat | Credit derivative | Risiko | Risk | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117778