Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach
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More about this item
KeywordsDependence structure; Downside risk; Upside risk; Copulas; Chinese market;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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