Login
- Title:
Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- KIelmann, J.; Manner, H.; Min, A.
- Non-TUM Co-author(s):
- ja
- Cooperation:
- international
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Empirical Economics
- Journal listet in FT50 ranking:
- nein
- Year:
- 2021
- Fulltext / DOI:
- doi:10.1007/s00181-021-02073-9
- Judgement review:
- 0
- Key publication:
- Nein
- Peer reviewed:
- Ja
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
BibTeX