Mixed-copulas approach in examining the relationship between oil prices and ASEAN’s stock markets
© 2018, Springer International Publishing AG. This study aims to examine the relationship between oil prices and stock markets in five ASEAN countries: Thailand, Indonesia, Malaysia, Singapore, and the Philippines. Copula approach is used for modelling dependence structure between variables. In esse...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038858065&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43866 |
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| Institution: | Chiang Mai University |