Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models

Titel:: Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
Dokumenttyp:: Zeitschriftenaufsatz
Autor(en):: Kielmann, Julia; Manner, Hans; Min, Aleksey
Zeitschriftentitel:: Empirical Economics
Jahr:: 2021
Volltext / DOI:: doi:10.1007/s00181-021-02073-9
Verlag / Institution:: Springer Science and Business Media LLC
E-ISSN:: 0377-73321435-8921
Publikationsdatum:: 01.06.2021
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