Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments

Author First name, Last name, Institution

Muhammad Usman, COMSATS University Islamabad
Zaghum Umar, Zayed University; University of Economics Ho Chi Minh CityFollow
Mariya Gubareva, University of Lisbon
Dang Khoa Tran, University of Economics Ho Chi Minh City

Document Type

Article

Source of Publication

Applied Economics

Publication Date

12-5-2022

DOI Link

10.1080/00036846.2022.2141455

ISSN

0003-4283

Publisher

Informa UK Limited

First Page

1

Last Page

24

Disciplines

Business

Keywords

Systemic risk, CoVar, higher moments, stock and currency markets, foreign exchange

Recommended Citation

Usman, Muhammad; Umar, Zaghum; Gubareva, Mariya; and Tran, Dang Khoa, "Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments" (2022). All Works. 5491.
https://zuscholars.zu.ac.ae/works/5491

Indexed in Scopus

no

Open Access

no