Similar Search Results

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

Dependence structure between the equity market and the foreign exchange market : a copula approach

Ning, Cathy Q. - In: Journal of international money and finance 29 (2010) 5, pp. 743-759

Persistent link: https://www.econbiz.de/10003989912

Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance

Giacomini, Enzo - 2009

Persistent link: https://www.econbiz.de/10003931427

Designing carbon and energy markets to encourage climate change mitigation

Ketterer, Janina - 2012

Persistent link: https://www.econbiz.de/10009728917

Dependence structure between CEEC-3 and German government securities markets

Yang, Lu; Hamori, Shigeyuki - In: Journal of international financial markets, … 29 (2014), pp. 109-125

Persistent link: https://www.econbiz.de/10010411545

On the systemic nature of weather risk

Xu, Wei; Filler, Guenther; Odening, Martin; Okhrin, Ostap - In: Agricultural finance review 70 (2010) 2, pp. 267-284

Persistent link: https://www.econbiz.de/10008737453

The truncated multivariate normal distribution in finance and econometrics

Wilhelm, Stefan - 2014

Persistent link: https://www.econbiz.de/10010438565

Measuring volatility and tail dependence of risk factors : an entropy-based perspective on the German stock market

Kharlamov, Georgy - 2012

Persistent link: https://www.econbiz.de/10009737049

Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt

Dobrić, Jadran - 2008

Persistent link: https://www.econbiz.de/10003751715

On the systemic nature of weather risk

Filler, Guenther; Odening, Martin; Okhrin, Ostap - 2009

conditions in different locations. For that purpose copula methods are employed that allow an adequate description of stochastic … diversification effects considerably. -- Weather risk ; crop insurance ; copula …

Persistent link: https://www.econbiz.de/10003796148