تبیین و بررسی مدل‌ تلاطم و سرریز بازارهای جهانی محصولات پتروشیمی و فلزات اساسی (مبتنی بر مدل‌های خانواده کاپولا)

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*       Reboredo, J.C. Rivera-Castro, M.A., Ugolini, A, (2016). Downside and upside risk spillovers between exchange rates and stock prices, Journal of Banking & Finance, Vol 62, pp. 76-96

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