Dynamic Stock Dependence and Monetary Variables in the United States (2000-2016): A Copula and Neural Network Approach
This paper investigates dynamic dependence between the American Stock Market (S&P 500) and the World Share Market (MSCIW) and examines whether key monetary variables (short- and long-term interest rates, interest rate spreads and exchange rate) explain changes in this relation, during the perio...
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| Auteurs principaux: | , , |
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| Format: | article |
| Langue: | EN ES |
| Publié: |
Universidad de Antioquia
2021
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| Accès en ligne: | https://doaj.org/article/174c70ba1d7d4e97ae190dc3c9153623 |
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