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

Title:: Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
Document type:: Zeitschriftenaufsatz
Author(s):: Kielmann, Julia; Manner, Hans; Min, Aleksey
Journal title:: Empirical Economics
Year:: 2021
Fulltext / DOI:: doi:10.1007/s00181-021-02073-9
Publisher:: Springer Science and Business Media LLC
E-ISSN:: 0377-73321435-8921
Date of publication:: 01.06.2021
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