The Influence of General Strikes against Government on Stock Market Behavior
0.83
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
20.0
Alexandra Dias
Journal of Banking and Finance,
vol. 72, 2016, p. S81-91.
Semiparametric Estimation of Multi-asset Portfolio Tail Risk
20.0
Alexandra Dias
Journal of Banking and Finance,
vol. 49, 2014, p. 398-408.
Market Capitalization and Value-at-Risk
20.0
Alexandra Dias
Journal of Banking and Finance,
vol. 37, 2013, p. 5248-5260.
Modeling Exchange Rate Dependence Dynamics at Different Time Horizons
5.0
Alexandra Dias,
Paul Embrechts
Journal of International Money and Finance,
vol. 29, 2010, p. 1687-1705.