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Please use this identifier to cite or link to this item: http://hdl.handle.net/10466/15676

Title: Relationship between stock and currency markets conditional on the US stock returns : A vine copula approach
Authors: Tachibana, Minoru
Author's alias: 立花, 実
Keywords: Vine copula
Stock return
Currency return
Issue Date: Dec-2017
Publisher: School of Economics, Osaka Prefecture University
Citation: Discussion Paper New Series. 2017 (4), p.1-36
Description: JEL Classification: C58, F31, G15.
URI: http://hdl.handle.net/10466/15676
Appears in Collections:201704

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