Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach

Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach

Sun, X.
international review of financial analysis 2020 Vol. 68 pp. 0-0
178
sun2020assessinginternational

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