The extreme-value dependence between the crude oil price and Chinese stock markets
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DOI: 10.1016/j.iref.2015.03.007
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More about this item
Keywords
Crude oil price; Stock market; Extreme Value Theory; Economic cycle;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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