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Browsing by Subject Tail dependence
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 2023 | Dependence and risk management of portfolios of metals and agricultural commodity futures | Waqas Hanif; Walid Mensi; Xuan Vinh Vo; Ahmed BenSaïda; Jose Arreola Hernandez; Sang Hoon Kang |
| 2024 | Spillovers and tail dependence between oil and US sectoral stock markets before and during COVID-19 pandemic | Walid Mensi; Waqas Hanif; Elie Bouri; Xuan Vinh Vo |
