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Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang, (2004)
Decoding risk sentiment in 10-K filings : predictability for US stock indices
Magner, Nicolás, (2025)
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang, (2020)
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