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Zhang, D, Yan, M and Tsopanakis, A 2018, 'Financial stress relationships among Euro area countries : an R-vine Copula approach' , The European Journal of Finance, 24 (17) , pp. 1587-1608. |
Yan, M, Zhang, D, Hall, M and Turner, P 2017, 'How liquid are banks : some evidence from the United Kingdom' , Journal of Banking Regulation, 18 (2) , pp. 163-179. |
Zhang, D 2014, 'Vine copulas and applications to the European Union sovereign debt analysis' , International Review of Financial Analysis, 36 , pp. 46-56. |