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Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
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
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Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
Persistent link: https://www.econbiz.de/10001736255
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Risikomanagement für heterogene Finanzportfolios
Moys, Gunnar - 2018
Persistent link: https://www.econbiz.de/10011776858
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Recent evidence on political brinkmanship and Treasury yields
Nippani, Srinivas; Parnes, Dror - In: Journal of financial economic policy 9 (2017) 3, pp. 302-323
Persistent link: https://www.econbiz.de/10011800031
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Foreign R&D spillovers to the USA and strategic reactions
Ziesemer, Thomas - 2021
Persistent link: https://www.econbiz.de/10012533185
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Optimal due date quoting for a risk-averse decision-maker under CVaR
Tao, Liangyan; Wu, Desheng Dash; Liu, Sifeng; Dolgui, … - In: International journal of production research 56 (2018) 5, pp. 1934-1959
Persistent link: https://www.econbiz.de/10011872586
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Foreign R&D spillovers to the USA and strategic reactions
Ziesemer, Thomas - In: Applied economics 54 (2022) 37, pp. 4274-4291
Persistent link: https://www.econbiz.de/10013410900
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Egypt and the great powers : 1973 - 1981
Hilāl, ʻAlī al-Dīn - 1983
Persistent link: https://www.econbiz.de/10000745766
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The economics of development assistance : the Egyptian case
Akef, Mahmoud A. - 1988
Persistent link: https://www.econbiz.de/10000768918