Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas

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23 Scopus citations

Translated title of the contribution	Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas
Original language	Undefined/Unknown
Pages (from-to)	1-12
Number of pages	11
Journal	Economic Systems
DOIs	https://doi.org/10.1016/j.ecosys.2019.100717
State	Published - 28 Sep 2019

Article Classification

@article{beee7b7f23c24db793d94b3ac1a3bca7,

title = "Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas",

author = "\{Gomez Gonzalez\}, \{Jose Eduardo\} and \{Rojas Espinosa\}, Wilmer",

year = "2019",

month = sep,

day = "28",

doi = "10.1016/j.ecosys.2019.100717",

language = "Indefinido/desconocido",

pages = "1--12",

journal = "Economic Systems",

issn = "0939-3625",

publisher = "Elsevier B.V.",

}