Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
Palabras clave :
Risk-return
Time-varying
Markov-switching copulas
Stock markets
Uncertainty
Fecha de publicación :
2022
Nota:
This is an open access article under the CC BY-NC-ND license
Cita:
Aikins-Abakah, E.J. (Emmanuel Joel); Kumar-Tiwari, A. (Aviral); Alagidede, I.P. (Imhotep Paul); et al. "Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas". Finance Research Letters. (47), 2022, 102535
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