Testing For Asset Market Linkages: A New Approach Based On Time-Varying Copulas

Pacific Economic Review

Volumn 15, Issue 3, 2010, Pages 364-384

  Manner, Hans ^a   Candelon, Bertrand ^b  

^a UNIVERSITY OF COLOGNE   (Germany)

^b MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHM; FINANCIAL CRISIS; INTEGRATED APPROACH; STOCK MARKET; VARIANCE ANALYSIS;

EID: 77954693864     PISSN: 1361374X     EISSN: 14680106     Source Type: Journal    
DOI: 10.1111/j.1468-0106.2010.00508.x     Document Type: Article

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