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Dynamic dependence of the glob...
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1
Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
Wu, Weiou
;
Lau, Chi Keung
;
Vigne, Samuel A.
- In:
Research in international business and finance
42
(
2017
),
pp. 1137-1149
Persistent link: https://www.econbiz.de/10011760780
Saved in:
2
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
Saved in:
3
Asymmetric dependence structures and decoupling hypothesis : Islamic versus conventional equity indices with copula approach
Houidi, Fatma
;
Ellouze, Siwar
- In:
International journal of Islamic and Middle Eastern …
15
(
2022
)
6
,
pp. 1088-1108
Persistent link: https://www.econbiz.de/10014337180
Saved in:
4
Dynamic linkages between stock markets : the effects of crises and
globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese economic journal
12
(
2013
)
2
,
pp. 87-112
Persistent link: https://www.econbiz.de/10009780259
Saved in:
5
The impact of crude oil prices on financial market indicators : copula approach
Kayalar, Derya Ezgi
;
Küçüközmen, C. Coşkun
; …
- In:
Energy economics
61
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011737705
Saved in:
6
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
7
Jump tail dependence in the Chinese stock market
Li, Sophia Zhengzi
;
Wang, Hao
;
Zhao, Hua
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2379-2396
Persistent link: https://www.econbiz.de/10011672561
Saved in:
8
Interdependence of oil prices and stock market indices : a copula approach
Sukcharoen, Kunlapath
;
Zohrabyan, Tatevik
;
Leatham, David J.
- In:
Energy economics
44
(
2014
),
pp. 331-339
Persistent link: https://www.econbiz.de/10010457169
Saved in:
9
Islamic stocks, conventional stocks, and crude oil : directional volatility spillover analysis in BRICS
Hassan, Kamrul
;
Hoque, Ariful
;
Wali, Muammer
;
Gasbarro, …
- In:
Energy economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520036
Saved in:
10
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
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