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What determines the dependence between stock markets : crisis or financial and economic fundamentals?

Benlagha, Noureddine; El Omari, Salaheddine - In: Applied economics 54 (2022) 1, pp. 19-37

Persistent link: https://www.econbiz.de/10012873865

The impact of climate transition risks on financial stability : a systemic risk approach

Ojea-Ferreiro, Javier; Reboredo, Juan Carlos; Ugolini, … - 2022

risk metrics computed from a copula-based model of dependence between financial firm returns and financial asset market …

Persistent link: https://www.econbiz.de/10013041402

Assessing some stylized facts about financial market indexes : a Markov copula approach

Silva Filho, Osvaldo Candido da; Ziegelmann, Flávio A. - In: Journal of economic studies 41 (2014) 2, pp. 253-271

Persistent link: https://www.econbiz.de/10010259266

Is gold a safe haven or a hedge for the US dollar? : implications for risk management

Reboredo, Juan Carlos - In: Journal of banking & finance 37 (2013) 8, pp. 2665-2676

Persistent link: https://www.econbiz.de/10009776518

From Amazon to Apple : modeling online retail sales, purchase incidence, and visit behavior

Panagiotelis, Anastasios; Smith, Michael S.; Danaher, … - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 14-29

Persistent link: https://www.econbiz.de/10010380482

Hierarchical Kendall copulas and the modeling of systemic and operational risk

Brechmann, Eike Christian - 2013

We propose and study a hierarchical dependence model. Its properties are analyzed and techniques for estimation and … financial institutions and using a hierarchical model. For operational risk management, we develop a flexible dependence model. …

Persistent link: https://www.econbiz.de/10010408633

The conditional dependence structure of insurance sector credit default swap indices

Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 30 (2014), pp. 122-132

Persistent link: https://www.econbiz.de/10010463549

Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors

Hammoudeh, Shawkat; Mensi, Walid; Reboredo, Juan Carlos; … - In: Pacific-Basin finance journal 30 (2014), pp. 189-206

Persistent link: https://www.econbiz.de/10010496348

Uncertainty and crude oil returns

Aloui, Riadh; Gupta, Rangan; Miller, Stephen M. - In: Energy economics 55 (2016), pp. 92-100

Persistent link: https://www.econbiz.de/10011663129

On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes

Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383

Persistent link: https://www.econbiz.de/10011664267