Juan Carlos Meléndez Rodríguez
Economics and Econometrics · 2007
A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 48 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 14 citations into it; #1,049 of 23,481 by trust here, #5,251 by citations
- Finance — 14 citations into it; #542 of 10,518 by trust here, #2,066 by citations
Whom Juan Carlos Meléndez Rodríguez trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Andrew J. Patton
- Andrew Ang
- Michael Rockinger
- F. Longin
- Kristin J. Forbes
- Geert Bekaert
- Kee‐Hong Bae
- Wolfgang Breymann
- Philipp Hartmann
- Valdo Durrleman
Who trusts Juan Carlos Meléndez Rodríguez overall
- Andrew J. Patton
- Dirk G. Baur
- Tatsuyoshi Okimoto
- Martin Hoesli
- René Garcia
- C. Aloui
- Lorán Chollete
- Juan Carlos Reboredo
- Yi-chiuan Wang
- M. S. Smith
Papers from Juan Carlos Meléndez Rodríguez's perspective
Ordered by how strongly the researchers Juan Carlos Meléndez Rodríguez trusts endorse each paper. Same corpus, a different order for every researcher.
- Extreme Correlation of International Equity Markets
- International Asset Allocation With Regime Shifts
- An Introduction to Copulas
- Conditional Dependency of Financial Series: An Application of Copulas
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
- Dependence structures for multivariate high-frequency data in finance
- Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
- Evaluating Correlation Breakdowns During Periods of Market Volatility
- A New Approach to Measuring Financial Contagion
Their papers
- Measuring financial contagion:a copula approach (2007) — 875 citations