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Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS 期刊论文
International Review of Financial Analysis, 2020, 期号: 68, 页码: 101238
作者:  Qiang Ji;  Bing-Yue Liu;  Wan-Li Zhao;  Ying Fan
Adobe PDF(3218Kb)  |  收藏  |  浏览/下载:144/0  |  提交时间:2021/01/17
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020
作者:  Liu, Bing-Yue;  Ji, Qiang;  Nguyen, Duc Khuong;  Fan, Ying
收藏  |  浏览/下载:115/0  |  提交时间:2021/01/16
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51
作者:  Ji, Qiang;  Liu, Bing-Yue;  Cunado, Juncal;  Gupta, Rangan
收藏  |  浏览/下载:120/0  |  提交时间:2021/01/16