Narrow search
Showing 161 - 170 of 727,155
Cover Image
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang - In: Applied economics letters 25 (2018) 2, pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Cover Image
A time-varying copula approach to oil and stock market dependence : the case of transition economies
Aloui, Riadh; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 39 (2013), pp. 208-221
Persistent link: https://www.econbiz.de/10010234959
Cover Image
Grouping stock markets with time-varying Copula-GARCH model
Czapkiewicz, Anna; Majdosz, Paweł - In: Finance a úvěr 64 (2014) 2, pp. 144-159
Persistent link: https://www.econbiz.de/10010340205
Cover Image
The dependence structure between the Canadian stock market and the USD/CAD exchange rate : a copula approach
Michelis, Leo; Ning, Cathy Q. - In: The Canadian journal of economics 43 (2010) 3, pp. 1016-1039
Persistent link: https://www.econbiz.de/10008662175
Cover Image
Tail dependence of major US stocks
Kang, Long; Babbs, Simon H. - In: Risk management and corporate governance, (pp. 131-165). 2012
Persistent link: https://www.econbiz.de/10009505349
Cover Image
Measuring contagion between energy market and stock market during financial crisis : a copula approach
Wen, Xiaoqian; Wei, Yu; Huang, Dengshi - In: Energy economics 34 (2012) 5, pp. 1435-1446
Persistent link: https://www.econbiz.de/10009688078
Cover Image
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - 2013
Persistent link: https://www.econbiz.de/10009713744
Cover Image
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - 2013
Persistent link: https://www.econbiz.de/10009784712
Cover Image
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - In: Journal of banking & finance 37 (2013) 12, pp. 5346-5356
Persistent link: https://www.econbiz.de/10010343717
Cover Image
Modelling Stock Market Dependence Between Nigeria’s and Other Stock Markets Using Unconditional Copula
Katata, Kabir - 2020
Modern risk management and portfolio allocation require reliable modelling of dependence among markets and risky assets. The dependence structure has practical implications that include asset pricing, risk management, hedging, contagion, portfolio allocation, international diversification and...
Persistent link: https://www.econbiz.de/10014352168