specific interest to economic and financial modelling as it can help in the prediction of financial contagion and periods of … dataset dependencies and possible extreme events that may lie within the dataset tails. Financial copula modelling tends to … standard copula modelling and financial copula modelling and shows why the modelling strategies in using time-series and non …

face of financial compensation agency problems during a limited period in relation to the concept of sustainability. In the … construction of the principal's compensation system, the agent's degree of operational financial effort will affect the overall … sustainability can provide a fair and optimal financial system, from a sustainability perspective. The main contribution of this …

This paper employs a structural empirical model to gauge the possible effects of COVID-19, political and financial … the GARCH model, which explains the current financial and political distress for the case of shocks from COVID-19. We … volatility series of commercial banks. It is observed that the calibrated model possesses almost all financial events that have …