Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference (English)
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- New search for: da Silva, Paulo Pereira
- New search for: Rebelo, Paulo Tomaz
- New search for: Afonso, Cristina
- New search for: da Silva, Paulo Pereira
- New search for: Rebelo, Paulo Tomaz
- New search for: Afonso, Cristina
In:
Economics
;
8
, 1
;
2014
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
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Contributors:
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Published in:Economics ; 8, 1
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Publisher:
- New search for: Sciendo
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Publication date:2014-12-01
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Size:29 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:CDS markets , credit risk , Merton’s model , copulas , simulation-based inference , banking , G13 , G14 , G15
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Licence:
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Source:
Table of contents – Volume 8, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
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Tax Competition and the Determination of the Quality of Public GoodsAbdessalam, A.H. Ould / Kamwa, Eric et al. | 2014
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Social Networks and Macroeconomic StabilityChen, Shu-Heng / Chang, Chia-Ling / Wen, Ming-Chang et al. | 2014
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The Possible Trinity: Optimal Interest Rate, Exchange Rate, and Taxes on Capital Flows in a DSGE Model for a Small Open EconomyEscudé, Guillermo J. et al. | 2014
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Relative Profit Maximization and Bertrand Equilibrium with Convex Cost FunctionsSatoh, Atsuhiro / Tanaka, Yasuhito et al. | 2014
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Reduction of Income Inequality and Subjective Well-Being in EuropeHajdu, Tamás / Hajdu, Gábor et al. | 2014
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Social Influences towards Conformism in Economic ExperimentsHargreaves Heap, Shaun P. et al. | 2014
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How Might a Central Bank Report Uncertainty?Fair, Ray C. et al. | 2014
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Housing Market Bubbles and Business Cycles in an Agent-Based Credit EconomyErlingsson, Einar Jon / Teglio, Andrea / Cincotti, Silvano / Stefansson, Hlynur / Sturluson, Jon Thor / Raberto, Marco et al. | 2014
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Lobbying: Buying and Utilizing AccessMayer, Wolfgang / Mujumdar, Sudesh et al. | 2014
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Environmental Regulation of a Global Pollution Externality in a Bilateral Trade Framework: The Case of Global Warming, China and the USGwatipedza, Johnson / Barbier, Edward B. et al. | 2014
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Systematic Fiscal Policy and Macroeconomic Performance: A Critical Overview of the LiteratureReicher, Claire et al. | 2014
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Spurious Middlemen in Corrupt TransactionsBayar, Güzin et al. | 2014
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Determinants of the Weight for Leisure in PreferencesElgin, Ceyhun / Yucel, Emekcan et al. | 2014
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Evolutionary Model of the Bank Size DistributionKaldasch, Joachim et al. | 2014
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Knowing Where Organic Markets Move Next – An Analysis of Developing Countries in the Pineapple MarketKleemann, Linda et al. | 2014
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An Inconsistency in Using Stock Flow Consistency in Modelling the Monetary Profit Paradoxde la Fonteijne, Marcel R. et al. | 2014
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Horizontal Mergers and UncertaintyLe Pape, Nicolas / Zhao, Kai et al. | 2014
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The Simple Analytics of Helicopter Money: Why It Works — AlwaysBuiter, Willem H. et al. | 2014
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The Marginal Damage Costs of Different Greenhouse Gases: An Application of FUNDWaldhoff, Stephanie / Anthoff, David / Rose, Steven / Tol, Richard S. J. et al. | 2014
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Approaches to Well-Being, Use of Psychology and Paternalism in EconomicsCollewet, Marion et al. | 2014
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Welfare against Growth Gains in Post-Transition Countries. What are the Consequences for Stability?Lissowska, Maria et al. | 2014
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Timing of Adoption of Clean Technologies, Transboundary Pollution and International TradeBen Jebli, Mehdi / Ben Youssef, Slim et al. | 2014
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The Real Versus the Financial Economy: A Global Tale of Stability Versus VolatilityMundt, Philipp / Förster, Niels / Alfarano, Simone / Milaković, Mishael et al. | 2014
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Islands in Trade: Disentangling Distance from Border EffectsGroizard, José Luis / Marques, Helena / Santana, María et al. | 2014
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Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inferenceda Silva, Paulo Pereira / Rebelo, Paulo Tomaz / Afonso, Cristina et al. | 2014
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Consistent Estimation in Pseudo Panels in the Presence of Selection BiasRodríiuez, Jhon James Mora / Muro, Juan et al. | 2014
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Financial Stress, Regime Switching and Macrodynamics: Theory and Empirics for the US, the EU and Non-EU CountriesSemmler, Willi / Chen, Pu et al. | 2014
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Scitovsky, Behavioural Economics, and BeyondPugno, Maurizio et al. | 2014
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Within-Establishment Wage Inequality and SatisfactionPoggi, Ambra et al. | 2014
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Chinese Food Security and Climate Change: Agriculture FuturesYe, Liming / Tang, Huajun / Wu, Wenbin / Yang, Peng / Nelson, Gerald C. / Mason-D’Croz, Daniel / Palazzo, Amanda et al. | 2014
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External Factors Affecting Investment Decisions of CompaniesBialowolski, Piotr / Weziak-Bialowolska, Dorota et al. | 2014
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Values and Labor Force Participation in the Nordic CountriesHall, Axel / Zoega, Gylfi et al. | 2014
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The Magic of Storytelling: How Curiosity and Aesthetic Preferences WorkBianchi, Marina et al. | 2014
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The Causal Linkages between Sovereign CDS Prices for the BRICS and Major European EconomiesStolbov, Mikhail et al. | 2014
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Creative Accounting Practices and Measurement Methods: Evidence from TurkeyOzkaya, Ata et al. | 2014
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Working-Week Flexibility: Implications for Employment and ProductivityOsuna, Victoria et al. | 2014
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When Multinationals Leave: A CGE Analysis of the Impact of DivestmentsGómez-Plana, Antonio G. / Latorre, María C. et al. | 2014
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Testing for Near I(2) Trends When the Signal-to-Noise Ratio Is SmallJuselius, Katarina et al. | 2014
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Regulating Gasoline Retail Markets: The Case of GermanyWittmann, Nadine et al. | 2014
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Over-confidence and Low-cost Heuristics: An Experimental Investigation of Choice BehaviorCicognani, Simona / Mittone, Luigi et al. | 2014
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Optimal Rules for Central Bank Interest Rates Subject to Zero Lower BoundSingh, Ajay Pratap / Nikolaou, Michael et al. | 2014
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Conservation Laws, Financial Entropy and the Eurozone CrisisCockshott, Paul / Zachariah, David et al. | 2014
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Aggregate Effects of Behavioral Anomalies: A New Research AreaFrey, Bruno S. / Gallus, Jana et al. | 2014
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How Close Is Your Government to Its People? Worldwide Indicators on Localization and DecentralizationIvanyna, Maksym / Shah, Anwar et al. | 2014