The Influence of General Strikes against Government on Stock Market Behavior
Tomasz Piotr Wisniewski, Brendan John Lambe, Alexandra Dias
Scottish Journal Of Political Economy, vol. 67, 2020, p. 72-99.

The Economic Value of Controlling for Large Losses in Portfolio Selection
Alexandra Dias
Journal of Banking and Finance, vol. 72, 2016, p. S81-91.

Semiparametric Estimation of Multi-asset Portfolio Tail Risk
Alexandra Dias
Journal of Banking and Finance, vol. 49, 2014, p. 398-408.

Market Capitalization and Value-at-Risk
Alexandra Dias
Journal of Banking and Finance, vol. 37, 2013, p. 5248-5260.

Modeling Exchange Rate Dependence Dynamics at Different Time Horizons
Alexandra Dias, Paul Embrechts
Journal of International Money and Finance, vol. 29, 2010, p. 1687-1705.

Testing for Structural Changes in Exchange Rates Dependence beyond Linear Correlation
Alexandra Dias, Paul Embrechts
European Journal Of Finance, vol. 15, 2009, p. 619-637.

Dependence Structures for Multivariate High-Frequency Data in Finance
Wolfgang Breymann, Alexandra Dias, Paul Embrechts
Quantitative Finance, vol. 3, 2003, p. 1-14.