//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Betz, Frank"
~person:"Bouri, Elie"
~person:"Doman, Ryszard"
~subject:"Tail dependence"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Tail dependence"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Tail dependence
tail dependence
10
Value-at-Risk
6
network topology
5
sovereignbank linkages
5
systemic risk contribution
5
Capital income
4
Kapitaleinkommen
4
Network
4
Spearman’s rho
4
Stock index
4
Systemic risk
4
Systemrisiko
4
Welt
4
World
4
Aktienindex
3
Bank
3
Bank risk
3
Bankenkrise
3
Banking crisis
3
Bankrisiko
3
Business network
3
Copula
3
EU countries
3
EU-Staaten
3
Financial sector
3
Finanzsektor
3
Multivariate Verteilung
3
Multivariate distribution
3
Netzwerk
3
Risikomaß
3
Risk measure
3
Spillover effect
3
Spillover-Effekt
3
Unternehmensnetzwerk
3
Volatility
3
Volatilität
3
linkages
3
ARCH model
2
ARCH-Modell
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Undetermined
1
Author
All
Betz, Frank
Bouri, Elie
Doman, Ryszard
Chen, Xiaohong
5
Ferreira, Helena
5
Shahzad, Syed Jawad Hussain
5
Tiwari, Aviral Kumar
5
Weiß, Gregor
5
Durante, Fabrizio
4
Ferreira, Marta
4
Okimoto, Tatsuyoshi
4
Zhou, Chunyang
4
Albulescu, Claudiu Tiberiu
3
Einmahl, John H. J.
3
Reboredo, Juan Carlos
3
Rossi, Eduardo
3
Schienle, Melanie
3
Tong, Bin
3
Trück, Stefan
3
Wu, Chih-Chiang
3
Wu, Chongfeng
3
Avramidis, Panagiotis
2
Baur, Dirk G.
2
Bekiros, Stelios
2
Bolancé, Catalina
2
Bormann, Carsten
2
Bücher, Axel
2
Can, Sami Umut
2
De Luca, Giovanni
2
DiTraglia, Francis J.
2
Doman, Małgorzata
2
Fan, Gang-Zhi
2
Gerlach, Jeffrey R.
2
Hammoudeh, Shawkat
2
Hanif, Waqas
2
Hernandez, Jose Arreola
2
Huang, MeiChi
2
Joe, Harry
2
Jung, Hojin
2
Jäschke, Stefan
2
Kim, Jong-Min
2
more ...
less ...
Published in...
All
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of financial stability
1
Portuguese Economic Journal
1
Portuguese economic journal
1
The energy journal
1
Source
All
ECONIS (ZBW)
4
RePEc
1
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Systemic risk in the global energy sector : structure, determinants and portfolio management implications
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Bouri, Elie
- In:
The energy journal
44
(
2023
)
6
,
pp. 211-243
Persistent link: https://www.econbiz.de/10014449894
Saved in:
2
Conditional quantiles and
tail
dependence
in the volatilities of gold and silver
Bouri, Elie
;
Jalkh, Naji
- In:
International economics : a journal published by CEPII …
157
(
2019
),
pp. 117-133
Persistent link: https://www.econbiz.de/10012318694
Saved in:
3
Systemic risk spillovers in the European banking and sovereign network
Betz, Frank
;
Hautsch, Nikolaus
;
Peltonen, Tuomo
; …
- In:
Journal of financial stability
25
(
2016
),
pp. 206-224
Persistent link: https://www.econbiz.de/10011704905
Saved in:
4
Dynamic linkages between stock markets: the effects of crises and globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese Economic Journal
12
(
2013
)
2
,
pp. 87-112
means of the conditional Spearman’s rho, and dependencies in extremes quantified by the conditional
tail
dependence
…
Persistent link: https://www.econbiz.de/10011002307
Saved in:
5
Dynamic linkages between stock markets : the effects of crises and globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese economic journal
12
(
2013
)
2
,
pp. 87-112
Persistent link: https://www.econbiz.de/10009780259
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->