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

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

19 Citations (Scopus)

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