Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement /
Title
Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement /
Subject
Economics
Description
Journal of Economic Integration, Vol.34, Issue 4, pp.667-704, ISSN No: 1225-651X.
Creator
Priyanshi Gupta and Sanjay Sehgal
Publisher
Center For Economic Integration
Date
2019
Language
English
Type
Journal Article
Collection
Citation
Priyanshi Gupta and Sanjay Sehgal, “Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement /,” CHRIST (Deemed To Be University) Institutional Repository, accessed September 16, 2024, https://archives.christuniversity.in/items/show/1997.