id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-1062	Doman, Małgorzata; Doman, Ryszard	The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market	2011	14	.pdf	application/pdf	5050	227	58	Dynamic copula correlations from DCC-t-copula model The estimates of dynamic copula correlations obtained for the pair S&P500- WIG20 are much lower but show similar pattern as in the previous case – the dynamics of the conditional copula correlations is strong but it does not depend significantly on the choice of currency. Dynamic copula correlations from DCC-t-copula models The estimates of dynamic copula correlations obtained for the pair DAX- WIG20 are presented in Figure 3.	cache/dem-1062.pdf	txt/dem-1062.txt