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Search: subject:"Dependence-switching copula"
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Multivariate Verteilung
10
Multivariate distribution
10
Dependence-switching copula
7
Tail dependence
6
Volatility
5
Volatilität
5
Welt
5
World
5
Aktienmarkt
4
Capital income
4
Kapitaleinkommen
4
Portfolio selection
4
Portfolio-Management
4
Risikomaß
4
Risk measure
4
Stock market
4
Ausreißer
3
Estimation
3
Outliers
3
Portfolio rebalancing
3
Return chasing
3
Risiko
3
Risikomanagement
3
Risk
3
Risk management
3
Schätzung
3
Systemic risk
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Devisenmarkt
2
Financial crisis
2
Finanzkrise
2
Foreign exchange market
2
Geopolitical risks
2
Geopolitics
2
Geopolitik
2
Oil market
2
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Undetermined
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Free
3
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Article
9
Book / Working Paper
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Article in journal
8
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8
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
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3
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English
11
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Ning, Cathy Q.
3
Ponrajah, Jeremey
3
Selmi, Refk
3
Wohar, Mark E.
3
Bouoiyour, Jamal
2
Hammoudeh, Shawkat
2
Ji, Qiang
2
Lai, Yi-Hao
2
Tiwari, Aviral Kumar
2
Wang, Yi-Chiuan
2
Al-Yahyaee, Khamis Hamed
1
Bouri, Elie
1
Chauhan, Yogesh
1
Deisting, Florent
1
Kasmaoui, Kamal
1
Kumar, Satish
1
Lai, Yi-hao
1
Mensi, Walid
1
Michelis, Leo
1
Roubaud, David
1
Shahzad, Syed Jawad Hussain
1
Wang, Yi-chiuan
1
Wu, Jyh-Lin
1
Wu, Jyh-lin
1
Wu, Yyh-lin
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Energy economics
2
International review of financial analysis
2
Working papers / Ryerson University, Department of Economics
2
ERF working papers series : working paper
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Journal of empirical finance
1
Research in international business and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
11
RePEc
1
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Extreme risk spillovers between stock and bond markets
Ning, Cathy Q.
;
Ponrajah, Jeremey
-
2024
Persistent link: https://www.econbiz.de/10015052590
Saved in:
2
Safe haven currencies : a
dependence-switching
copula
approach
Michelis, Leo
;
Ning, Cathy Q.
;
Ponrajah, Jeremey
-
2024
Persistent link: https://www.econbiz.de/10015052606
Saved in:
3
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
4
Stock-bond dependence and flight to/from quality
Ponrajah, Jeremey
;
Ning, Cathy Q.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248292
Saved in:
5
Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
Saved in:
6
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
7
Dependence structure between the BRICS foreign exchange and stock markets using the
dependence-switching
copula
approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Chauhan, Yogesh
; …
- In:
International review of financial analysis
63
(
2019
),
pp. 273-284
Persistent link: https://www.econbiz.de/10012207463
Saved in:
8
"Digital gold" and geopolitics
Selmi, Refk
;
Bouoiyour, Jamal
;
Wohar, Mark E.
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013410829
Saved in:
9
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
10
New evidence on asymmetric return-volume dependence and extreme movements
Wang, Yi-Chiuan
;
Wu, Jyh-lin
;
Lai, Yi-Hao
- In:
Journal of empirical finance
45
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10012102448
Saved in:
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