On the Conditional Dependence Structure between Oil, Gold and USD Exchange Rates: Nested Copula based GJR-GARCH Model

31 Jul 2019

Authors: Rihab Bedoui, Sana Braiek, Khaled Guesmi, Julien Chevallier

Journal: Energy Economics

Publisher: Elsevier BV

Link: https://doi.org/10.1016/j.eneco.2019.02.002

Volume: 80

Year: 2019

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