Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance