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 /
- Creator
- Priyanshi Gupta and Sanjay Sehgal
- Description
- Journal of Economic Integration, Vol.34, Issue 4, pp.667-704, ISSN No: 1225-651X.
- Date
- 2019-12-31
- Publisher
- Center For Economic Integration
- Subject
- Economics
- 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 March 1, 2025, https://archives.christuniversity.in/items/show/1997.