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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

Are agribusiness stocks an investor safe haven?

D'Antoni, Jeremy M.; Detre, Joshua Dean - In: Agricultural finance review 74 (2014) 4, pp. 522-538

Persistent link: https://www.econbiz.de/10011305888

Hedging structured credit products during the credit crisis : a horse race of 10 models

Ascheberg, Marius; Bick, Björn; Kraft, Holger - In: Journal of banking & finance 37 (2013) 5, pp. 1687-1705

Persistent link: https://www.econbiz.de/10009729477

Assessing some stylized facts about financial market indexes : a Markov copula approach

Silva Filho, Osvaldo Candido da; Ziegelmann, Flávio A. - In: Journal of economic studies 41 (2014) 2, pp. 253-271

Persistent link: https://www.econbiz.de/10010259266

How can long memory in volatility be eliminated in portfolio optimization : an empirical evidence using copulas

Mzoughi, Hela; Mansouri, Fayçal - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 1-14

Persistent link: https://www.econbiz.de/10010338365

Evidence on copula-based double-hurdle models with flexible margins

Schwiebert, Jörg - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 245-289

Persistent link: https://www.econbiz.de/10011516004

Testing dependence between GDP and tourism's growth rates

Pérez Rodríguez, Jorge V.; Ledesma-Rodríguez, … - In: Tourism management : research, policies, practice 48 (2015), pp. 268-282

Persistent link: https://www.econbiz.de/10010508390

Hierarchical Kendall copulas and the modeling of systemic and operational risk

Brechmann, Eike Christian - 2013

We propose and study a hierarchical dependence model. Its properties are analyzed and techniques for estimation and … financial institutions and using a hierarchical model. For operational risk management, we develop a flexible dependence model. …

Persistent link: https://www.econbiz.de/10010408633

In search of cushion? : crash aversion and the cross-section of expected stock returns worldwide

Weigert, Florian - 2013 - This version: March 2013

Persistent link: https://www.econbiz.de/10010410456

A closer look at stochastic frontier analysis in economics

Nguyen, Hung T. - In: Asian journal of economics and banking : AJEB 4 (2020) 3, pp. 3-28

and techniques such as copulas. …

Persistent link: https://www.econbiz.de/10012514881

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