Add to ORKG"This paper investigates dynamic dependence between the American Stock Market (S&P 500) and the World Share Market (MSCIW) and examines whether key monetary variables (short and long-term interest rates, interest rate spreads, and exchange rate) explain
This paper investigates the dependence structure of Korean financial markets (stock, foreign exchang...
In recent times, increased dependence between markets and asset classes has rendered traditional tec...
We consider the problem of modelling the dependence between financial markets. In financial economic...
We analyze the statistical dependency structure of the S&P 500 constituents in the 4-year period...
This paper examines the time-varying conditional dependency between commodity markets and stock mark...
International audienceThis paper investigates the bivariate dependence structure between four intern...
In this essay, we analyze the dependence structures of equity, bond and money markets in Australia, ...
In this paper, we use a Time-Varying Conditional Copula approach (TVCC) to model Chinese and U.S. st...
A central role for economic policy involves reducing the incidence of systemic down-turns, when key ...
This paper studies the modelling and estimation of dependence across international financial markets...
Studies on dependence between stock markets are crucial because of their indications on the process ...
In this paper, we investigate the relationship between monetary policy and stock prices across advan...
The dependence structures in financial markets count among the most frequently discussed topics in t...
Understanding the complex nature of financial markets is still a great challenge. In particular, a c...
We develop a dynamic model for the intraday dependence between discrete stock price changes. The con...
This paper investigates the dependence structure of Korean financial markets (stock, foreign exchang...
In recent times, increased dependence between markets and asset classes has rendered traditional tec...
We consider the problem of modelling the dependence between financial markets. In financial economic...
We analyze the statistical dependency structure of the S&P 500 constituents in the 4-year period...
This paper examines the time-varying conditional dependency between commodity markets and stock mark...
International audienceThis paper investigates the bivariate dependence structure between four intern...
In this essay, we analyze the dependence structures of equity, bond and money markets in Australia, ...
In this paper, we use a Time-Varying Conditional Copula approach (TVCC) to model Chinese and U.S. st...
A central role for economic policy involves reducing the incidence of systemic down-turns, when key ...
This paper studies the modelling and estimation of dependence across international financial markets...
Studies on dependence between stock markets are crucial because of their indications on the process ...
In this paper, we investigate the relationship between monetary policy and stock prices across advan...
The dependence structures in financial markets count among the most frequently discussed topics in t...
Understanding the complex nature of financial markets is still a great challenge. In particular, a c...
We develop a dynamic model for the intraday dependence between discrete stock price changes. The con...
This paper investigates the dependence structure of Korean financial markets (stock, foreign exchang...
In recent times, increased dependence between markets and asset classes has rendered traditional tec...
We consider the problem of modelling the dependence between financial markets. In financial economic...