Structural change in the link between oil and the European stock market: implications for risk management (Q2178931)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural change in the link between oil and the European stock market: implications for risk management |
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Structural change in the link between oil and the European stock market: implications for risk management (English)
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12 May 2020
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conditional measures
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oil prices
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European industries
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spillover
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switching Markov regime
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copula
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stress test
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