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"Is oil price risk systemic to sectoral equity markets of an oil importing ..."
Aviral Kumar Tiwari et al. (2022)
- Aviral Kumar Tiwari
, Sangram Keshari Jena
, Satish Kumar, Erik Hille
:
Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach. Ann. Oper. Res. 315(1): 429-461 (2022)
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