鞭打 发表于 2025-3-28 14:40:55
Volatility Linkages and Co-movements Between International Stocks and the Sukuk Market,dels with dynamic conditional correlations (DCC) were estimated under student-t distribution. We provide evidence of lower correlations between . and US and EU stock markets. We also show that volatility linkages between . and regional market indexes are higher during financial crisis. We argue thatetidronate 发表于 2025-3-28 20:30:07
http://reply.papertrans.cn/19/1806/180583/180583_42.pnganaerobic 发表于 2025-3-29 01:33:23
http://reply.papertrans.cn/19/1806/180583/180583_43.png招致 发表于 2025-3-29 04:44:40
http://reply.papertrans.cn/19/1806/180583/180583_44.pnglanguor 发表于 2025-3-29 11:10:20
http://reply.papertrans.cn/19/1806/180583/180583_45.png