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Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan; Ma, Jinming; Xiao, Xiaoxia - In: Applied economics letters 30 (2023) 9, pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
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The risk-based profit efficiency analysis for Chinese city banks in short-run
Chen, Xiang; Chen, Mengxiang; Tzeng, Shian-Yang - In: Applied economics letters 27 (2020) 20, pp. 1639-1643
Persistent link: https://www.econbiz.de/10012315730
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Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan; Liu, Ding; Zhao, Yang; Zhang, Zhekai - In: Applied economics letters 28 (2021) 11, pp. 958-963
Persistent link: https://www.econbiz.de/10012589711