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~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"EU countries"
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Search: subject_exact:"Multivariate Verteilung"
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Empirical analysis of market reactions to the UK's referendum results : how strong will Brexit be?
Aristeidis, Samitas
;
Elias, Kampouris
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 263-286
Persistent link: https://www.econbiz.de/10011983871
Saved in:
2
Estimating value-at-risk using a multivariate copula-based volatility model : evidence from European banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 175-192
Persistent link: https://www.econbiz.de/10012027269
Saved in:
3
Systemic risk among European banks : a copula approach
Kleinow, Jacob
;
Moreira, Fernando
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 27-42
Persistent link: https://www.econbiz.de/10011673405
Saved in:
4
Putting the "C" into crisis : contagion, correlations and copulas on EMU bond markets
Philippas, Dionisis
;
Siriopoulos, Costas
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 161-176
Persistent link: https://www.econbiz.de/10010411745
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