Charles Raoul Tchuinkam Djemo

Modelling the Interdependence Nexus Among Exchange Rates, Precious Metals, and Energy Prices in Emerging Markets: A Vine Copula Approach

This study investigates the interdependence among exchange rates, equity indices, precious metals, and energy prices across emerging markets, utilising daily data from 8 August 2005 to 30 August 2025. The study utilised a Vine Copula-based ARFIMA-SGARCH model to capture nonlinear...