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Cerrato, Mario, Crosby, John, Kim, Minjoo ORCID: 0000-0002-5454-2257 and Zhao, Yang
(2017)
Relation between higher order comoments and dependence structure of equity portfolio.
JOURNAL OF EMPIRICAL FINANCE, 40.
pp. 101-120.
Cerrato, Mario, Crosby, John, Kim, Minjoo ORCID: 0000-0002-5454-2257 and Zhao, Yang
(2017)
The joint credit risk of UK global-systemically important banks.
JOURNAL OF FUTURES MARKETS, 37 (10).
pp. 964-988.