Search Results - subject:"Dependence Structure"

A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets

Zheng, Yanting; Luan, Xin; Xin, Lu; Liu, Jiaming - In: International review of financial analysis 90 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014470629

Some impossibility results for inference with cluster dependence with large clusters

Kojevnikov, Denis; Song, Kyungchul - In: Journal of econometrics 237 (2023) 2,1, pp. 1-22

Persistent link: https://www.econbiz.de/10014471511

Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies

Ur Rehman, Mobeen; Katsiampa, Paraskevi; Zeitun, Rami; … - In: Emerging markets review 55 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014481146

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

Oil price shocks against stock return of oil- and gas-related firms in the economic depression: A new evidence from a copula approach

In: Cogent Economics & Finance 8 (2020) 1, pp. 1-20

This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019, in particular in the situation of oil price steadily...

Persistent link: https://www.econbiz.de/10014001460