Showing 1 - 10 of 307
Persistent link: https://www.econbiz.de/10003830689
Persistent link: https://www.econbiz.de/10011412001
Persistent link: https://www.econbiz.de/10012875645
Persistent link: https://www.econbiz.de/10011848879
Persistent link: https://www.econbiz.de/10014560399
Persistent link: https://www.econbiz.de/10014381590
Persistent link: https://www.econbiz.de/10003862156
In this article, we aim to model the level and structure of the dependence between the world's leading stock markets and those of the emerging market groups - Europe, Latin America and Far East. To this end we use a mixture model of Gaussian, Gumbel and Gumbel survival copulas. Our results...
Persistent link: https://www.econbiz.de/10003952153
Persistent link: https://www.econbiz.de/10003921581
Persistent link: https://www.econbiz.de/10009573000