1

International diversification: A copula approach

Year:
2011
Language:
english
File:
PDF, 321 KB
english, 2011
3

International diversification: An extreme value approach

Year:
2012
Language:
english
File:
PDF, 321 KB
english, 2012
4

Financial distress and idiosyncratic volatility: An empirical investigation

Year:
2010
Language:
english
File:
PDF, 208 KB
english, 2010
5

The Propagation of Financial Extremes: An Application to Subprime Market Spillovers

Year:
2007
Language:
english
File:
PDF, 486 KB
english, 2007
7

Financial Distress and Idiosyncratic Volatility: An Empirical Investigation

Year:
2006
Language:
english
File:
PDF, 370 KB
english, 2006
8

Frequent Turbulence? A Dynamic Copula Approach

Year:
2006
Language:
english
File:
PDF, 431 KB
english, 2006