“...This paper investigates the dependence structure between the equity market and the foreign exchange market by using copulas. In particular, several copulas...”

“...This paper investigates the dependence structure between the real Canadian stock returns and the real USD/CAD exchange rate returns, using the Symmetrized...”

“...This paper examines the estimation of the Stochastic Conditional Duration model by the empirical characteristic function and the generalized method of moments...”

“...A copula approach is used to examine the extreme return–volume relationship in six emerging East-Asian equity markets. The empirical results indicate that...”

“...This paper investigates the structure and degree of extreme dependence in international equity markets using carefully selected tools from the theory of...”

“...A central role for economic policy involves reducing the incidence of systemic downturns, when key economic variables experience joint extreme events. In this...”