Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas
- Jammazi, R.
- Tiwari, A.K.
- Ferrer, R.
- Moya, P.
Revista:
North American Journal of Economics and Finance
ISSN: 1062-9408
Ano de publicación: 2015
Volume: 33
Páxinas: 74-93
Tipo: Artigo
