The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets
Crossref DOI link: https://doi.org/10.1186/s43093-024-00350-4
Published Online: 2024-06-12
Published Print: 2024-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Baba, Boubekeur https://orcid.org/0000-0001-9060-8631
Text and Data Mining valid from 2024-06-12
Version of Record valid from 2024-06-12
Article History
Received: 7 March 2024
Accepted: 19 May 2024
First Online: 12 June 2024
Declarations
:
: Not applicable.
: The author declare that he has no competing interests.