Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis

Changqing Luo1, Lan Liu1, Da Wang2
1No.569, Yuelu Avenue, Finance School, Hunan University of Technology and Business, Changsha, Hunan Province, China
2No.2, Caie Middle Road, Changsha Central Sub-branch of the People's Bank of China, Changsha, Hunan Province, China

Tài liệu tham khảo

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