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Conditional Dynamic Dependence and Risk Spillover between Crude Oil Prices and Foreign Exchange Rates: New Evidence from a Dynamic Factor Copula Model
- Release time:2023-08-25
- Hits:
DOI number:
10.3390/en15145220Affiliation of Author(s):
经济管理学院Funded by:
学校社科项目First Author:
wangxuCo-author:
Wu, Xueyan,zhouyingyingIndexed by:
Journal paperDocument Code:
5b5bb29482c85bc10182de328d1f23a5Volume:
卷: 15期: 14Translation or Not:
noDate of Publication:
2022-07-01