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International review of financial analysis
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630
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ECONIS (ZBW)
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1
Modeling the dependence structures of financial assets through the
Copula
Quantile-on-Quantile approach
Sim, Nicholas
- In:
International review of financial analysis
48
(
2016
),
pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
Saved in:
2
Static and
dynamic
liquidity spillovers in the Eurozone : the role of financial contagion and the Covid-19 pandemic
Grillini, Stefano
;
Ozkan, Aydin
;
Sharma, Abhijit
- In:
International review of financial analysis
83
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013455188
Saved in:
3
Determinants of dependence structures of sovereign
credit
default swap spreads between G7 and BRICS countries
Yang, Lu
;
Yang, Lei
;
Hamori, Shigeyuki
- In:
International review of financial analysis
59
(
2018
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012006896
Saved in:
4
Is Bitcoin a better portfolio diversifier than gold? : a
copula
and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
5
Re-examination of international bond market dependence : evidence from a pair
copula
approach
Abakah, Emmanuel Joel Aikins
;
Addo, Emmanuel
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
Saved in:
6
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and
copula
Lee, Yong Woong
;
Yang, Kisung
- In:
International review of financial analysis
66
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
Saved in:
7
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
8
A regime-switching real-time
copula
GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-Chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
9
Factor investing and currency portfolio management
Li, Danyang
;
Zhang, Zhekai
;
Cerrato, Mario
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460489
Saved in:
10
Stock market correlations during the financial crisis of 2008 - 2009 : evidence from 50 equity markets
Kotkatvuori-Örnberg, Juha
;
Nikkinen, Jussi
;
Äijö, Janne
- In:
International review of financial analysis
28
(
2013
),
pp. 70-78
Persistent link: https://www.econbiz.de/10009762703
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