@misc
{TN_libero_mab2,
author = {
Manner, Hans
AND
Rodriguez, Gabriel
AND
Stöckler, Florian
},
title = {
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
},
publisher = {Department of Economics, Department of Public Economics, University of Graz},
keywords = {
Stock markets
,
commodity prices
,
Changepoint analysis
,
volatility
,
dependence modeling
,
copula
,
CoVaR
,
Graue Literatur
},
year = {December 2021},
booktitle = {Graz economics papers ; GEP 2021, 14},
address = {
Graz
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}