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An Introduction to Copulas -- 2nd Edition
An Introduction to Copulas - 2nd Ed.

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JEL Classification N20
"General, International, or Comparative: Financial Markets and Institutions"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the N20 classification.     (sorted by date)

Morck, Randall, Bernard Yeung, and Wayne Yu, "The Information Content of Stock Markets: Why do emerging markets have synchronous stock price movements?", Journal of Financial Economics, Vol. 58, No. 1, (October 2000), pp. 215-260.  [Abstract]

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