LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH
Author:
Affiliation:
1. Department of Economics; University of Melbourne; Australia
2. Research Department, Banco de la República (Central Bank of Colombia); Bogotá Colombia
3. Econometrics Unit, Banco de la República (Central Bank of Colombia); Bogotá Colombia
Publisher
Wiley
Subject
Public Administration,Economics and Econometrics,General Business, Management and Accounting
Reference37 articles.
1. Pair-Copula Constructions of Multiple Dependence;Aas;Insurance: Mathematics and Economics,2009
2. Becerra , O. L. Melo Medidas de Riesgo Financiero Usando Cópulas: Teoría y Aplicaciones 2008
3. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines;Bedford;Annals of Mathematics and Artificial Intelligence,2001
4. Vines a New Graphical Model for Dependent Random Variables;Bedford;The Annals of Statistics,2002
5. Benediktsdottir , S. C. Scotti Exchange Rates Dependence: What Drives It? 2009
Cited by 27 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The Tail Dependence and Lead-Lag Relationship in Financial Markets;Asia-Pacific Financial Markets;2024-07-20
2. American financial markets dependencies: a vine copula approach;International Journal of Computational Economics and Econometrics;2024
3. A comprehensive review on the development of copulas in financial field;Journal of Intelligent & Fuzzy Systems;2023-10-04
4. Modelling the Naira Exchange Rate Dependence Using Static and Time-Varying Copula;Central Bank of Nigeria Journal of Applied Statistics;2023
5. Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach;Journal of International Money and Finance;2022-05
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3