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~isPartOf:"Policy research working paper : WPS"
~isPartOf:"The European journal of finance"
~subject:"Multivariate Verteilung"
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Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
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2
Testing for structural changes in exchange rates' dependence beyond linear correlation
Dias, Alexandra
;
Embrechts, Paul
- In:
The European journal of finance
15
(
2009
)
7/8
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003924421
Saved in:
3
Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
Bouyé, Eric
;
Salmon, Mark H.
- In:
The European journal of finance
15
(
2009
)
7/8
,
pp. 721-750
Persistent link: https://www.econbiz.de/10003924430
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