Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas

Walid Mensi^*, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad, Khamis Hamed Al-Yahyaee, Muhammad Shahbaz

^*المؤلف المقابل لهذا العمل