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Applied Mathematics and Nonlinear Sciences
Volume 7 (2022): Issue 1 (January 2022)
Open Access
Risk contagion in financial markets based on copula model
Li Ma
Li Ma
,
Fahad Abdullah Alqurashi
Fahad Abdullah Alqurashi
and
Mohammed Helmi Qeshta
Mohammed Helmi Qeshta
| Dec 30, 2021
Applied Mathematics and Nonlinear Sciences
Volume 7 (2022): Issue 1 (January 2022)
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Published Online:
Dec 30, 2021
Page range:
565 - 572
Received:
Jun 16, 2021
Accepted:
Sep 24, 2021
DOI:
https://doi.org/10.2478/amns.2021.1.00076
Keywords
Financial crisis
,
structural Copula model
,
contagion effect
,
random variable
© 2021 Ma et al., published by Sciendo.
This work is licensed under the Creative Commons Attribution 4.0 International License.
Li Ma
School of Finance Guangdong University of Finance and Economics
Guangzhou, China
Fahad Abdullah Alqurashi
Department of Computer Science, Faculty of Computing and Information Technology King Abdulaziz University
Jeddah, Saudi Arabia
Mohammed Helmi Qeshta
Applied Science University
Al Eker, Kingdom of Bahrain