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ECONIS (ZBW)
561
EconStor
44
RePEc
1
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1
Modelling the bivariate dependence structure of exchange rates before and after the introduction of the Euro : a semi-parametric approach
Boero, Gianna
;
Silvapulle, Paramsothy
;
Tursunalieva, Ainura
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 357-374
Persistent link: https://www.econbiz.de/10009508876
Saved in:
2
Modeling EU allowances and oil market interdependence : implications for portfolio management
Reboredo, Juan Carlos
- In:
Energy economics
36
(
2013
),
pp. 471-480
Persistent link: https://www.econbiz.de/10009724662
Saved in:
3
How can a small country affect the European economy? : the Greek contagion phenomenon
Samitas, Aristeidis
;
Tsakalos, Ioannis
- In:
Journal of international financial markets, …
25
(
2013
),
pp. 18-32
Persistent link: https://www.econbiz.de/10009762814
Saved in:
4
Systemic risk in European sovereign debt markets : a CoVaR-copula approach
Reboredo, Juan Carlos
;
Ugolini, Andrea
- In:
Journal of international money and finance
51
(
2015
),
pp. 214-244
Persistent link: https://www.econbiz.de/10011475258
Saved in:
5
A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Bianchi, Carluccio
;
Carta, Alessandro
;
Fantazzini, Dean
; …
-
2009
modelling is required. We propose here the use of
Copulas
to build flexible multivariate distributions, since they allow for a …
Persistent link: https://www.econbiz.de/10010343909
Saved in:
6
Measuring systemic risk in the European banking sector : a copula CoVaR approach
Karimalis, Emmanouil N.
;
Nomikos, Nikos K.
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 944-975
Persistent link: https://www.econbiz.de/10012244423
Saved in:
7
Estimating value-at-risk using a multivariate copula-based volatility model : evidence from European banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 175-192
Persistent link: https://www.econbiz.de/10012027269
Saved in:
8
Measuring financial cycles with a model-based filter : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
-
2016
Persistent link: https://www.econbiz.de/10011439548
Saved in:
9
Impact of a common corporate tax base on the effective tax burden in Belgium
Roggeman, Annelies
;
Verleyen, Isabelle
;
Van …
- In:
Journal of business economics and management
15
(
2014
)
3
,
pp. 530-543
Persistent link: https://www.econbiz.de/10010376585
Saved in:
10
Priority dispatching strategies for EMS systems
Bandara, Damitha
;
Mayorga, Maria E.
;
Albert, Laura A.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
4
,
pp. 572-587
Persistent link: https://www.econbiz.de/10010345221
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