Vine copula approach for modelling dependence of commodity and stock markets
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This paper examines vine copula dependency between commodity markets and stock markets [ISE 30 (Turkey Stock Index), SP 500 (American Stock Index and FTSE 100 (United Kingdom Stock Index)] by applying the dependence parameter of copula. The dataset consis
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https://doi.org/10.1080/09720510.2021.1877904http://dspace.beu.edu.tr:8080/xmlui/handle/20.500.12643/9845
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