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Our data says that the document:

Khamis Hamed, Alyahyaee ; Seongmin, Yoon ; Syed Jawad, Hussain ; Walid, Mensi ; Seong-Min, Yoon ; Syed Jawad Hussain, Shahzad. (2021) Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach.
In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926.

Full description at Econpapers

cites:

Nelsen, R. B. (2006). An Introduction to Copulas (2nd ed.). New York, NY: Springer.

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