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Markwat, Thijs D.'s
Scholarly Papers
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Total Downloads
1,547 |
Total
Citations
19 |
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1.
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Markwat, Thijs D. Robeco Asset Managment van Dijk, Dick J. C. Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute Swinkels, Laurens A. P. Erasmus University Rotterdam (EUR) de Zwart, Gerben J. APG Asset Management
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29 Jan 08
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Last Revised:
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19 Oct 10
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888
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emerging markets, foreign exchange rates, structural exchange rate models, technical trading, heterogeneous agents
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Markwat, Thijs D. Robeco Asset Managment
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Crashes, Stock Markets, Copulas, Dependence, Asymmetry
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3.
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Time Variation in Asset Return Dependence: Strength or Structure?
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Markwat, Thijs D. Robeco Asset Managment Kole, Erik Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute van Dijk, Dick J. C. Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
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Posted:
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25 Aug 09
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Last Revised:
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19 Sep 12
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202
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Markwat, Thijs D. Robeco Asset Managment Kole, Erik Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute van Dijk, Dick J. C. Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
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35
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copulas, dependence, international correlations, stock markets
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Markwat, Thijs D. Robeco Asset Managment Kole, Erik Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute van Dijk, Dick J. C. Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
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25 Aug 09
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Last Revised:
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27 Jan 10
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167
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Dependence, Stock markets, Copulas, International correlations
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Markwat, Thijs D. Robeco Asset Managment Kole, Erik Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute van Dijk, Dick J. C. Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
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167
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9
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contagion, stock market crises, interdependence
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