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Markets liquidity risk under extremal
dependence
: analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
Saved in:
2
Macro fundamentals as a source of stock market volatility in China : a GARCH-MIDAS approach
Girardin, Eric
;
Joyeux, Roselyne
- In:
Economic modelling
34
(
2013
),
pp. 59-68
Persistent link: https://www.econbiz.de/10010360615
Saved in:
3
Testing for fiscal sustainability : new evidence from the G-7 and some European countries
Chen, Shyh-wei
- In:
Economic modelling
37
(
2014
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010416890
Saved in:
4
Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu
- In:
Economic modelling
30
(
2013
),
pp. 317-321
Persistent link: https://www.econbiz.de/10009703641
Saved in:
5
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
6
Threshold
, smooth transition and mean reversion in inflation : new evidence from European countries
Chen, Shyh-Wei
;
Hsu, Chi-Sheng
- In:
Economic modelling
53
(
2016
),
pp. 23-36
Persistent link: https://www.econbiz.de/10011640941
Saved in:
7
Institutional quality and FDI location : a
threshold
model
Zhang, Hongxia
;
Kim, Heeho
- In:
Economic modelling
114
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013367563
Saved in:
8
A wavelet decomposition approach to crude oil price and exchange rate
dependence
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
- In:
Economic modelling
32
(
2013
),
pp. 42-57
Persistent link: https://www.econbiz.de/10009760777
Saved in:
9
Analyzing the
dependence
structure of various sectors in the Brazilian market : a Pair Copula Construction approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Economic modelling
35
(
2013
),
pp. 199-206
Persistent link: https://www.econbiz.de/10010259465
Saved in:
10
Industry co-movements of American depository receipts : evidences from the copula approaches
Lee, Chien-chiang
;
Chang, Chi-Hung
;
Chen, Mei-Ping
- In:
Economic modelling
46
(
2015
),
pp. 301-314
Persistent link: https://www.econbiz.de/10011436620
Saved in:
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