Pages that link to "Item:Q5209446"
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The following pages link to A study on the risk spillover effect based on copula-GH-CoVaR model (Q5209446):
Displaying 6 items.
- A study on regional financial risks based on \textit{CoCVaR} model (Q2039164) (← links)
- Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications (Q2165448) (← links)
- Structural change in the link between oil and the European stock market: implications for risk management (Q2178931) (← links)
- Risk spillover effect between oil and exchange rates: based on MV-CAViaR model (Q4688946) (← links)
- The higher moments risk spillover effects among stock market industries: evidence from Chinese stock market (Q4996364) (← links)
- A Risk Measurement Model of China’s Non-Ferrous Metal Futures Market (Q5057289) (← links)