Structural change in the link between oil and the European stock market: implications for risk management

JO Ferreiro - Dependence Modeling, 2019 - degruyter.com
The relationship between the European stock market and the crude oil depends on the
significance of the different industries in the European economy. The literature points to a …

[HTML][HTML] Extreme volatility dependence in exchange rates

M Sosa Castro, C Bucio Pacheco… - Cuadernos de …, 2021 - scielo.org.co
This paper aims to analyse asymmetric volatility dependence in the exchange rate between
the British Pound, Japanese Yen, Euro, and Mexican Peso compared to the US dollar during …

[PDF][PDF] E ECO

D OS - Cuadernos de Economía, 2019 - fce.unal.edu.co
After fifteen years of expansion spurred by strong demand, the steel industry is facing an
overcapacity problem that affects all major producing countries in the world. This is …