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Search: subject:"Time-varying copula"
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Multivariate Verteilung
37
Multivariate distribution
37
Time-varying copula
18
time-varying copula
18
Stock market
17
Aktienmarkt
16
Theorie
15
Volatility
15
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15
ARCH model
14
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14
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14
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12
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12
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11
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10
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10
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10
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8
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6
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6
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6
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6
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6
time varying copula
6
CoVaR
5
Exchange rate
5
International financial market
5
Internationaler Finanzmarkt
5
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5
Marktintegration
5
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Pandey, Piyush
6
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6
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4
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3
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3
Ji, Qiang
3
Liu, Bing-Yue
3
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3
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2
Cai, Zongwu
2
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2
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2
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2
Giacomini, Enzo
2
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2
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2
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1
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1
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1
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Deutsche Bundesbank
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Energy economics
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Japan and the world economy : international journal of theory and policy
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ECONIS (ZBW)
45
RePEc
11
EconStor
7
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1
Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic: A
time-varying
copula
approach
Sghaier, Nadia
;
Kouki, Mondher
;
Ben Messaoud, Samia
- In:
Cogent Economics & Finance
11
(
2023
)
1
,
pp. 1-28
over a recent period from 1st January 2013 to 7 April 2022. The empirical study is conducted using the
time-varying
copula
…
Persistent link: https://www.econbiz.de/10015074623
Saved in:
2
Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic : a
time-varying
copula
approach
Sghaier, Nadia
;
Kouki, Mondher
;
Ben Messaoud, Samia
- In:
Cogent economics & finance
11
(
2023
)
1
,
pp. 1-28
over a recent period from 1st January 2013 to 7 April 2022. The empirical study is conducted using the
time-varying
copula
…
Persistent link: https://www.econbiz.de/10014500850
Saved in:
3
Global shocks and local connectedness : evidence from dynamic tail risk interdependences among Chinese regional carbon markets
Chen, Zhang-HangJian
;
Yu, Cheng-Ye
;
Gao, Xiang
;
Li, Xiaohong
- In:
Applied economics letters
32
(
2025
)
10
,
pp. 1357-1362
Persistent link: https://www.econbiz.de/10015444709
Saved in:
4
Can Bitcoin and gold have dynamic hedging and safe haven capabilities against the BRICS plus stock market indices during global crises? : an evidence from a
time-varying
copula
app...
Belguith, Rihab
;
Alnafisah, Hind
;
Snene Manzli, Yasmine
; …
- In:
Emerging markets, finance & trade : a journal of the …
61
(
2025
)
12
,
pp. 3634-3657
Persistent link: https://www.econbiz.de/10015447485
Saved in:
5
Stock market returns and oil price shocks : a CoVaR analysis based on dynamic vine copula models
Kielmann, Julia
;
Manner, Hans
;
Min, Aleksey
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1543-1574
Persistent link: https://www.econbiz.de/10013197238
Saved in:
6
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
7
Climate derivatives strategies as an alternative to set up guaranteed prices for agricultural producers in México
Cruz-Aké, Salvador
;
García-Ruiz, Reyna Susana
; …
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 302-318
Persistent link: https://www.econbiz.de/10013553404
Saved in:
8
A
time-varying
copula
approach to investigate the dependence structures of BRICS stock markets before and after Covid-19
Karadag, Tugay
;
Golbasi Simsek, Gulhayat
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
5
,
pp. 1475-1486
Persistent link: https://www.econbiz.de/10014289696
Saved in:
9
The stable tail dependence and influence among the European stock markets : a score-driven dynamic copula approach
Barnett, William A.
;
Wang, Xue
;
Xu, Hai-Chuan
;
Zhou, …
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1933-1956
Persistent link: https://www.econbiz.de/10014388527
Saved in:
10
Reconstruction and dynamic dependence analysis of global economic policy uncertainty
Liu, Yue
;
Zheng, Yuhang
;
Drakeford, Benjamin M
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 550-561
Persistent link: https://www.econbiz.de/10012176595
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