Keywords: Copula functions
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Journal Articles
Studies in Economics and Finance (2023) 40 (5): 839–858.
Published: 18 July 2023
... 2022 13 03 2023 04 04 2023 03 06 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Copula functions Time-varying dependence structure Tail risk Exchange rates G11 G15 C22 The recent financial crisis due...

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