Search Results - subject:"Dependence Structure"

Government Guarantees and the European Model of Financial Assistance to Member States

Fabio, Bassan; Domenico, Mottura Carlo - In: Mercato Concorrenza Regole (2013) 3, pp. 571-605

Through a new «law and finance» approach (they teach International Law and FinancialMathematics-Risk Management, respectively), the Authors analyse the guaranteesissued by the Member States of the Euro Area to the Esm fund in the framework ofthe European model of financial assistance to Member...

Persistent link: https://www.econbiz.de/10011157943

Instability and time-varying dependence structure between oil prices and stock markets in GCC countries

Boubaker, Heni; Sghaier, Nadia - Institut de Préparation à l'Administration et à la … - 2013

This paper investigates the dependence structure between daily oil price changes and stock market returns in six GCC …

Persistent link: https://www.econbiz.de/10010754727

Risk, uncertainty and exchange rate behavior in South Africa

Simo-Kengne, Beatrice D.; Ababio, Kofi A.; Mba, Jules; … - In: Journal of African business 19 (2018) 2, pp. 262-278

Persistent link: https://www.econbiz.de/10011930407

Catastrophe aversion and risk equity in an interdependent world

Bernard, Carole; Rheinberger, Christoph M.; Treich, Nicolas - In: Management science : journal of the Institute for … 64 (2018) 10, pp. 4490-4504

Persistent link: https://www.econbiz.de/10011932558

Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations

Hu, Xiang; Lianzeng, Zhang; Sun, Weiwei - In: Scandinavian actuarial journal (2018) 5, pp. 412-425

Persistent link: https://www.econbiz.de/10011881460

Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt

Hamma, Wajdi; Ghorbel, Ahmed; Jarboui, Anis - In: American journal of finance and accounting 5 (2018) 2, pp. 111-150

Persistent link: https://www.econbiz.de/10011966793

The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas

Hussain, Saiful Izzuan; Li, Steven - In: Financial markets and portfolio management 32 (2018) 2, pp. 207-233

Persistent link: https://www.econbiz.de/10011951950

Empirical analysis of the relationship between oil and precious metals markets

Mokni, Khaled - In: Annals of financial economics 13 (2018) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011900663

Downside and upside risk spillovers from China to Asian stock markets : a CoVaR-copula approach

Jin, Xiaoye - In: Finance research letters 25 (2018), pp. 202-212

Persistent link: https://www.econbiz.de/10012003526

Dependence structure between oil prices, exchange rates, and interest rates

Kim, Jong-Min; Jung, Hojin - In: The energy journal 39 (2018) 2, pp. 259-280

Persistent link: https://www.econbiz.de/10011825635