We use regular vine (r-vine), canonical vine (c-vine) and drawable vine (d-vine) copulas to examine the dependence risk characteristics of three 20-stock portfolios from the retail, manufacturing and gold-mining equity sectors of the Australian market in periods before, during and after the...

This paper examines the unemployment effect on food expenditure (UEFE) for Spanish households and quantifies its magnitude in boom and crisis periods. The results show that the UEFE was negative in both contexts but was reinforced during the economic crisis. Applying propensity score matching...