Risk spillover effect between oil and exchange rates: based on MV-CAViaR model (Q4688946)
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scientific article; zbMATH DE number 6961776
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| English | Risk spillover effect between oil and exchange rates: based on MV-CAViaR model |
scientific article; zbMATH DE number 6961776 |
Statements
22 October 2018
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quantile regression
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MV-CAViaR model
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risk spillover effect
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risk clustering effect
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0.802340567111969
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0.7657245397567749
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0.7375820279121399
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0.7279737591743469
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