Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach
Crossref DOI link: https://doi.org/10.1007/s10479-021-04218-6
Published Online: 2021-08-29
Published Print: 2022-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tiwari, Aviral Kumar
Jena, Sangram Keshari http://orcid.org/0000-0003-2802-7582
Kumar, Satish
Hille, Erik
Text and Data Mining valid from 2021-08-29
Version of Record valid from 2021-08-29
Article History
Accepted: 23 July 2021
First Online: 29 August 2021