Florian Weigert

A time-varying copula approach to oil and stock market dependence: The case of transition economies

ESG disclosure and financial performance: Moderating role of ESG investors

Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures

Natural disasters, risk salience, and corporate ESG disclosure

An empirical analysis of multivariate copula models

Tail risk in hedge funds: A unique view from portfolio holdings