# Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory

**Type:** Papers  
**Canonical URL:** https://scholariq.org/papers/financial-contagion-and-contagion-channels-in-the-forex-market-a-new-approach/

## Facts

| Field | Value |
| --- | --- |
| Author Names | Haiying Wang,Ying Yuan,Yiou Li,Xunhong Wang |
| Citations | 59 |
| DOI | 10.1016/j.econmod.2020.10.002 |
| Fields | Economics, Econometrics and Finance |
| Open Access | true |
| OA Status | green |
| OA URL | https://www.ncbi.nlm.nih.gov/pmc/articles/7550255 |
| OpenAlex ID | https://openalex.org/W3093040509 |
| PMID | 33071422 |
| Type | article |
| Year | 2020 |

## Paper authors

- [Yiou Li](https://scholariq.org/researchers/yiou-li/)

## Paper primary topic

- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)

## Paper topics

- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)
- [Market Dynamics and Volatility](https://scholariq.org/topics/market-dynamics-and-volatility/)
- [Complex Systems and Time Series Analysis](https://scholariq.org/topics/complex-systems-and-time-series-analysis/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.