Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam

Journal of International Financial Markets, Institutions and Money

Volumn 22, Issue 4, 2012, Pages 758-773

  Nguyen, Cuong C ^a   Bhatti, M Ishaq ^b  

^a LINCOLN UNIVERSITY   (New Zealand)

^b LA TROBE UNIVERSITY   (Australia)

Author keywords

Chi plot; Dependence structure; K plot; Oil price; Stock market

Indexed keywords

EID: 84863325489     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2012.03.004     Document Type: Article

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