Modelling Spillover Effects of Oil Shocks on Emerging Markets: Copula based CoVaR Approach

Yamut T., Hüdaverdi B., Turgutlu E.

International Journal of Statistics & Economics, vol.22, no.1, pp.1-15, 2021 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 22 Issue: 1
  • Publication Date: 2021
  • Journal Name: International Journal of Statistics & Economics
  • Journal Indexes: EconLit, MathSciNet, zbMATH
  • Page Numbers: pp.1-15
  • Dokuz Eylül University Affiliated: Yes