Large and growing international financial linkages between East and West have altered the nature of the stability risks faced by European banking systems, increasing susceptibility to contagion. This paper aims to identify potential risks of cross-border contagion using a sample of large Western...

The dynamics of the agri-food systems plays an important role in the development and the fast increase of the number of modern retail stores. Several driving factors contribute to this situation such as industrialization, globalization and multinational systems, foreign direct investments. The...

In this paper the interest is in testing for tail monotonicity dependence structures between two random variables. The main focus in the presentation of the statistical methodology is on left tail decreasingness, but the developed procedures can also be used for testing for other specific tail...