金砖国家原油价格与汇率之间的系统性风险和依赖结构建模：基于分位数相干性和NGCoVaR方法的证据

Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches

• Aviral Kumar Tiwari
• Nader Trabelsi 通讯
• Faisal Alqahtani
• Lance Bachmeier · 堪萨斯州立大学