Sfoglia per Autore
Systemic risk of Spanish listed banks: a vine copula CoVaR approach
2016 Reboredo, J; Ugolini, A
The impact of downward/upward oil price movements on metal prices
2016 Reboredo, J; Ugolini, A
Downside and upside risk spillovers between exchange rates and stock prices
2016 Reboredo, J; Rivera-Castro, M; Ugolini, A
Quantile dependence of oil price movements and stock returns
2016 Reboredo, J; Ugolini, A
Systemic risk in European sovereign debt markets: A CoVaR-copula approach
2015 Reboredo, J; Ugolini, A
Downside/upside price spillovers between precious metals: A vine copula approach
2015 Reboredo, J; Ugolini, A
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
2015 Reboredo, J; Ugolini, A
| Titolo | Tipologia | Data di pubblicazione | Autori | File |
|---|---|---|---|---|
| Systemic risk of Spanish listed banks: a vine copula CoVaR approach | 01 - Articolo su rivista | 2016 | Ugolini A. + | |
| The impact of downward/upward oil price movements on metal prices | 01 - Articolo su rivista | 2016 | Ugolini A. + | |
| Downside and upside risk spillovers between exchange rates and stock prices | 01 - Articolo su rivista | 2016 | Ugolini A. + | |
| Quantile dependence of oil price movements and stock returns | 01 - Articolo su rivista | 2016 | Ugolini A. + | |
| Systemic risk in European sovereign debt markets: A CoVaR-copula approach | 01 - Articolo su rivista | 2015 | Ugolini A. + | |
| Downside/upside price spillovers between precious metals: A vine copula approach | 01 - Articolo su rivista | 2015 | Ugolini A. + | |
| A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector | 01 - Articolo su rivista | 2015 | Ugolini A. + |
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