the process and study its dependence structure. At the end wealso propose an exponential Lévy price model based on our …

We propose an alternative approach to the modeling of the positive dependence between the probability of default and …

results indicate that there is a period of dependence between late 2013 and 2016 that occurs in the long-run frequencies of … market. In the second part of the paper, we study the dynamics of the beta series by using long-run dependence approaches …

consists of policies across a wide range of crops, plans, and locations. Weather and other latent variables induce dependence …

, and inflation hedging to investors. This study employs a quantile autoregression model to investigate the dependence … aggregate effects of the sign and size of returns, business cycles, volatility, and REIT eras on the dependence structure of … daily, weekly, and monthly REIT returns. The study documents asymmetric and misaligned dependence patterns. A bad market …

Population ageing has often been summarised through rising old-age dependence ratios. Age is therefore perceived as a … source of dependence, which supposedly causes economic problems. While these perceptions seem intuitive, they are open to … query and may be misleading. The current chapter looks at how we define dependence, how it relates to ageing, and whether it …

, we examine how intermediaries’ activities fit with two central features of the social context – inequality and dependence …