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Dynamic dependence structure between energy markets and the Italian stock index

Masala, Giovanni - In: Investment management and financial innovations 15 (2018) 2, pp. 60-67

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Conditional quantiles and tail dependence in the volatilities of gold and silver

Bouri, Elie; Jalkh, Naji - In: International economics : a journal published by CEPII … 157 (2019), pp. 117-133

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Pricing a bivariate option with copulas

Bucio-Pacheco, Christian; López Herrera, Francisco; … - In: International journal of bonds and derivatives 4 (2018) 1, pp. 74-87

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Asymmetric linkages among the fear index and emerging market volatility indices

Badshah, Ihsan Ullah; Bekiros, Stelios; Lucey, Brian M.; … - In: Emerging markets review 37 (2018), pp. 17-31

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Impacts of U.S. stock market crash on South African top sector indices, volatility, and market linkages : evidence of copula-based BEKK-GARCH models

Mudiangombe, Benjamin; Muteba Mwamba, John - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-19

, the Gumbel copulas have higher dependence parameters, implying that extreme co-movements occur in the upper tails …

Persistent link: https://www.econbiz.de/10014382640

Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas

Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314

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COVID-19 pandemic and the dependence structure of global stock markets

Aslam, Faheem; Mughal, Khurrum Shahzad; Aziz, Saqib; … - In: Applied economics 54 (2022) 18, pp. 2013-2031

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An analysis of dependency of stock markets after unlimited QE announcements during COVID-19 pandemic

Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; … - In: Asian journal of economics and banking : AJEB 7 (2023) 3, pp. 310-332

Purpose - Unlimited quantitative easing (QE) is one of the monetary policies used to stimulate the economy during the coronavirus disease 2019 (COVID-19) pandemic. This policy has affected the financial markets worldwide. This empirical research aims at studying the dependence among stock...

Persistent link: https://www.econbiz.de/10014445508

Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application

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Nonlinear dynamics in CEE stock markets indices

Caraiani, Petre - In: Economics letters 114 (2012) 3, pp. 329-331

Persistent link: https://www.econbiz.de/10009550699