Extremal dependence in European capital markets

Keyphrases

• Exchange Rate 100%
• Extremal Dependence 100%
• European Market 100%
• Euro 75%
• Depreciation 50%
• Value Dependence 50%
• United States 25%
• Japan 25%
• Stock Prices 25%
• Stock Market 25%
• Stock Index 25%
• United Kingdom 25%
• Tail Dependence 25%
• Inertia 25%
• Free Float 25%
• Nominal Exchange Rate 25%
• Paired Exchange 25%
• One Country 25%
• Asymptotic Dependence 25%
• Volatility Clustering 25%
• Stock Exchange 25%
• Euro Area 25%
• Poland 25%
• Czech Republic 25%
• Weak Association 25%
• Switzerland 25%
• European Countries 25%
• Indexing Rate 25%
• Currency Depreciation 25%

INIS

• market 100%
• capital 100%
• exchange rate 100%
• stocks 60%
• depreciation 60%
• values 40%
• asymptotic solutions 40%
• zones 20%
• usa 20%
• united kingdom 20%
• prices 20%
• japan 20%
• volatility 20%
• inertia 20%
• poland 20%
• czech republic 20%
• switzerland 20%

Economics, Econometrics and Finance

• Exchange Rate 100%
• Extreme Value 40%
• Volatility 20%
• Stock Price 20%
• Stock Index 20%