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      The dark side of global integration: Increasing tail dependence

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Banking & Finance
      Publisher: Elsevier BV

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          Regression Quantiles

          Roger Koenker, Gilbert Bassett (1978)
          Article 0 comments Cited 1793 times – based on 0 reviews     Review now
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            Biases in Dynamic Models with Fixed Effects

            Stephen Nickell (1981)
            Article 0 comments Cited 883 times – based on 0 reviews     Review now
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              Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

              M. Pesaran (2006)
              Article 0 comments Cited 661 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Banking & Finance
                Abbreviated Title: Journal of Banking & Finance
                Publisher: Elsevier BV
                ISSN (Print): 03784266
                Publication date Created: January 2010
                Publication date (Print): January 2010
                Volume: 34
                Issue: 1
                Pages: 184-192
                Article
                DOI: 10.1016/j.jbankfin.2009.07.014
                SO-VID: 51c943f4-b95c-4f56-ba72-87bc09a9d0ac
                Copyright © © 2010
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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