Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model
He, Yijin, Hamori, ShigeyukiVolume:
12
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm12020099
Date:
June, 2019
File:
PDF, 4.26 MB
2019