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

Jose Arreola Hernandez, Shawkat Hammoudeh, Duc Khuong Nguyen, Mazin A.M. Al Janabi, Juan Carlos Reboredo

Research output: Contribution to journalArticlepeer-review

49 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance