Showing 1 - 10 of 6,749
Persistent link: https://www.econbiz.de/10015076698
The empirical joint distribution of return-pairs on stock indices displays high tail-dependence in the lower tail and low tail-dependence in the upper tail. The presence of tail-dependence is not compatible with the assumption of (conditional) joint normality. The presence of asymmetric-tail...
Persistent link: https://www.econbiz.de/10009725481
Persistent link: https://www.econbiz.de/10001736255
on stock performance as the crisis intensified in Europe and the USA. These results highlight the evolving nature of …
Persistent link: https://www.econbiz.de/10014501085
Persistent link: https://www.econbiz.de/10003921070
Persistent link: https://www.econbiz.de/10012632196
Persistent link: https://www.econbiz.de/10012485709
Persistent link: https://www.econbiz.de/10011634419
Persistent link: https://www.econbiz.de/10012110714
Persistent link: https://www.econbiz.de/10012430728