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Spillover effects and conditional dependence
Thierry Ané
,
Chiraz Labidi
Research output
:
Contribution to journal
›
Article
›
peer-review
14
Citations (Scopus)
Overview
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Keyphrases
Spillover Effect
100%
Conditional Dependence
100%
Stock Returns
50%
Parameter Time-varying
50%
Price Spillovers
50%
Copula Function
50%
Non-Gaussian
50%
Cross-market Linkages
50%
Transmission Mechanism
50%
Volatility Spillover
50%
Marginal Distribution
50%
Dependence Parameter
50%
Dependence Structure
50%
Market Interactions
50%
Financial Exposure
50%
Psychology
Gaussian Distribution
100%
Time-Varying Parameter
100%
Copula
100%
Spillover Effect
100%
Economics, Econometrics and Finance
Spillover Effect
100%
Transmission Mechanism
50%
Social Sciences
Volatility
100%