are impacted by a change in marginal distributions, by a change in dependence structure and by a change in risk level …. Illustrations are given in the class of Archimedean copulas. …

non-parametric tools focusing on copulas. Interdependence between national economies is investigated through these tools …

-Switching models, the empirical histogram and the dynamic copulas. We discuss the choice of the best method with respect to the policy …

dependence structure within the class of Archimedean copulas. The model has a tunable number of parameters, and we show that it …

Using one of the key properties of copulas that they remain invariant under an arbitrary monotonic change of variable …, we investigate the null hypothesis that the dependence between financial assets can be modelled by the Gaussian copula … this hypothesis can be rejected for the dependence between pairs of commodities (metals). Notwithstanding the apparent …

that are in a situation of dependence with respect to other members of their network, taking into account the influence of … implemented vary depending on the hub firm's degree of dependence; trust and recourse to formal agreements differ according to hub … firm size; and conflict solving is influenced by both hub firm size and degree of dependence. Practical implications …

facilitate hub firm dependence. Moreover, the coordination modes and the use of hard conflict resolution mechanisms vary with the …

conduct given the high probability of dependence and the high costs of long term care. For that purpose, we survey various …