Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas

  1. Jammazi, R.
  2. Tiwari, A.K.
  3. Ferrer, R.
  4. Moya, P.
Aldizkaria:
North American Journal of Economics and Finance

ISSN: 1062-9408

Argitalpen urtea: 2015

Alea: 33

Orrialdeak: 74-93

Mota: Artikulua

DOI: 10.1016/J.NAJEF.2015.03.005 GOOGLE SCHOLAR

Garapen Iraunkorreko Helburuak