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Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang, (2004)
Oil sensitivity and systematic risk in oil-sensitive stock indices
Hammoudeh, Shawkat, (2005)
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo, (2016)
The effects of local and global risk factors on the S&P 500 stock returns: an empirical investigation
Elhusseiny, Mahdy F., (2008)
The effects of local and global risk factors on the S&P 500 stock returns : an empirical investigation