Systemic Risks Spillovers and Interdependence among Stock Markets: International Evidence with Covar‐Copulas
Sign Up to like & getrecommendations! Published in 2018 at "South African Journal of Economics"
DOI: 10.1111/saje.12182
Abstract: Empirical studies have provided ample evidence on the potential benefits of international diversification with portfolios that consist of both domestic and foreign assets. This coupled with sudden and periodic crashes in global and developed equity… read more here.
Keywords: systemic risks; developed equity; spillover effects; evidence ... See more keywords