Open AccessInvestigating the risk spillover from crude oil market to BRICS stock markets based on Copula-POT-CoVaR models
Author(s) -
Ke Liu,
Changqing Luo,
Zhao Li
Publication year - 2019
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2019.4.754
Subject(s) - spillover effect , copula (linguistics) , stock market , crude oil , financial economics , china , economics , stock (firearms) , volatility (finance) , portfolio , econometrics , monetary economics , business , mechanical engineering , paleontology , horse , political science , law , petroleum engineering , engineering , biology , microeconomics
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