Minoru Tachibana

Osaka Metropolitan University

3-3-138 Sugimoto, Sumiyoshi Ward

Osaka, Osaka 558-8585

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Relationship between the S&P 500 index and its constituents: A regime-switching copula approach and a model-free asymmetry test

Number of pages: 48 Posted: 07 May 2024

Minoru Tachibana

Osaka Metropolitan University

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