Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments
Document Type
Article
Source of Publication
Applied Economics
Publication Date
12-5-2022
DOI Link
ISSN
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
COinS