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FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie; Kamal, Elham; Kinateder, Harald - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
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Jump-dependent model for optimal index futures hedging in five major Asian stock markets
Lai, Yi-Hao; Wang, Yi-Chiuan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 786-796
Persistent link: https://www.econbiz.de/10011563109
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Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas
Hussain, Saiful Izzuan; Li, Steven - In: The world economy : the leading journal on … 45 (2022) 1, pp. 317-335
Persistent link: https://www.econbiz.de/10012818942
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Oil price shocks against stock return of oil- and gas-related firms in the economic depression : a new evidence from a copula approach
Thu Thuy Nguyen; Nguyen Van Chien; Tran Trong Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-20
- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019 …
Persistent link: https://www.econbiz.de/10013179488
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The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas
Hussain, Saiful Izzuan; Li, Steven - In: Financial markets and portfolio management 32 (2018) 2, pp. 207-233
Persistent link: https://www.econbiz.de/10011951950
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The dependence structure between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan; Li, Steven - In: International review of economics & finance : IREF 56 (2018), pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
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Conditional dependence between international stock markets : a long memory GARCH-copula model approach
Mokni, Khaled; Mansouri, Fayçal - In: Journal of multinational financial management 42/43 (2017), pp. 116-131
Persistent link: https://www.econbiz.de/10011927907
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Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
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The effects of exchange rate uncertainty on exports
Rahman, Sajjadur; Serletis, Apostolos - In: Journal of macroeconomics 31 (2009) 3, pp. 500-507
Persistent link: https://www.econbiz.de/10003888906
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Three essays in international macroeconomics
Tchakarov, Ivan - 2003
Persistent link: https://www.econbiz.de/10003379197