Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach

  1. Arreola Hernandez, J.
  2. Hammoudeh, S.
  3. Nguyen, D.K.
  4. Al Janabi, M.A.M.
  5. Reboredo, J.C.
Journal:
Applied Economics

ISSN: 1466-4283,  0003-6846

Year of publication: 2017

Volume: 49

Issue: 25

Pages: 2409-2427

Type: Article

DOI: 10.1080/00036846.2016.1240346 GOOGLE SCHOLAR
Data source: Scopus