The purpose of the final Master study – to evaluate foreign direct investment’s (FDI) dependence, how main economic …

The primary aim of this thesis is the elucidation of covariate effects on the dependence structure of random variables … via analyses of gestational age-specific twin birth weights and the impact of change in body mass index on the dependence …

dependence.The relationship of housing market prices for nine U.S. census divisions is studied in thefirst essay. The results … isexamined in the second essay. The general dependence structure and degree is estimatedusing copula functions. The findings show … weak dependence between stock marketindices and oil prices for most countries except for the large oil producing nations …

This dissertation describes different conceptions of economic crises and different conceptions of contagion effects …. There is a survey of theoretical and empirical studies concerning contagion effects on financial markets. A theoretical … model describes a single contagion mechanism caused by information updating by investors. There is further an investigation …

interdependencies can occur. Finally, the existence of contagion in financial markets is examined. … interdependencies can occur. Finally, the existence of contagion in financial markets is examined. …

In this thesis different definitions of financial contagion are explored. These definitions are applied to test for … evidence of contagion on a number of stock markets and during several turbulent periods. First, we investigate the question … calm market and emerging crisis markets. Additionally, we explore the direction of spillovers and contagion effects between …