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isPartOf:"Working papers / Ryerson University, Department of Economics"
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Multivariate Verteilung
18
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ECONIS (ZBW)
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1
Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan
;
Ma, Jinming
;
Xiao, Xiaoxia
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
Saved in:
2
Climate derivatives strategies as an alternative to set up guaranteed prices for agricultural producers in México
Cruz-Aké, Salvador
;
García-Ruiz, Reyna Susana
; …
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 302-318
Persistent link: https://www.econbiz.de/10013553404
Saved in:
3
The impacts of COVID-19 on the dependence structure of the stock market
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 510-515
Persistent link: https://www.econbiz.de/10013553675
Saved in:
4
A revisit to size anomalies in U.S. bank stock returns by panel copula
Kim, Jong-Min
;
Jung, Hojin
;
Yang, Brian
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 750-754
Persistent link: https://www.econbiz.de/10013171048
Saved in:
5
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
Saved in:
6
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
7
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
8
Time-varying dependence structures of equity markets of China, ASEAN and the USA
Li, Baoxia
;
Zeng, Zhi
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 87-91
Persistent link: https://www.econbiz.de/10011853697
Saved in:
9
Asymmetric dependence between aggregate consumption and financial risk
Chollete, Lorán
;
Ning, Cathy Q.
-
2012
Persistent link: https://www.econbiz.de/10011382416
Saved in:
10
Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
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