References

• 2016Measuring Economic Policy Uncertainty*12,311 cited
• 2015Understanding mobile banking: The unified theory of acceptance and use of technology combined with cultural moderators921 cited
• 2002Dependence Structures for Multivariate High-Frequency Data in Finance381 cited
• 2016Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method348 cited
• 2003Dependence structures for multivariate high-frequency data in finance320 cited
• 2015Downside and upside risk spillovers between exchange rates and stock prices238 cited
• 2007The Euro and European financial market dependence233 cited
• 2007Nonparametric estimation of copula functions for dependence modelling164 cited
• 2016Big data’s role in expanding access to financial services in China156 cited
• 2009Estimating value at risk of portfolio by conditional copula-GARCH method143 cited
• 2017Measuring systemic risk in the European banking sector: a copula CoVaR approach140 cited
• 2016On the risk prediction and analysis of soft information in finance reports104 cited
• 2017Bivariate copula additive models for location, scale and shape92 cited
• 2006Modelling the joint distribution of competing risks survival times using copula functions80 cited