Dynamic Stock Dependence and Monetary Variables in the United States (2000- 2016) - A Copula and Neural Network Approach
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DOI: 10.17533/udea.le.n96a345321
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More about this item
Keywords
stock market dependence; monetary variables; Copula approach; artificial neural network.;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- E49 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Other
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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