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2. Asymmetric linkages: maxmin vs. reflected maxmin copulas. (2019). Omladivc, Matjavz ; Mojvskerc, Blavz ; Kovsir, Tomavz ; Bukovvsek, Damjana Kokol.
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1. Vector copulas. (2023). Henry, Marc ; Fan, Yanqin.
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2. A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks. (2022). Mulinacci, Sabrina.
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3. Hierarchical Archimedean Dependence in Common Shock Models. (2021). Cherubini, Umberto ; Mulinacci, Sabrina.
   In: Methodology and Computing in Applied Probability.
   RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09816-8.

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4. Estimating redenomination risk under Gumbel–Hougaard survival copulas. (2021). Cherubini, Umberto.
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5. Risk attribution and interconnectedness in the EU via CDS data. (2020). Giuli, M E ; Farina, G ; Torri, G ; Giacometti, R.
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6. Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng.
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7. Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness. (2020). Jang, Hyun Jin ; Choi, So Eun.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302973.

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8. Vector copulas and vector Sklar theorem. (2020). Henry, Marc ; Fan, Yanqin.
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9. A new approach to measure systemic risk: A bivariate copula model for dependent censored data. (2019). Osmetti, Silvia Angela ; Calabrese, Raffaella.
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   RePEc:eee:ejores:v:279:y:2019:i:3:p:1053-1064.

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10. Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures. (2018). Mulinacci, Sabrina.
    In: Methodology and Computing in Applied Probability.
    RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-016-9539-y.

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11. Dependence between Stock Returns of Italian Banks and the Sovereign Risk. (2017). Durante, Fabrizio ; Foscolo, Enrico ; Weissensteiner, Alex.
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12. A systemic shock model for too big to fail financial institutions. (2017). Mulinacci, Sabrina .
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13. Structured Coupling of Probability Loss Distributions: Assessing Joint Flood Risk in Multiple River Basins. (2015). Rojas, Rodrigo ; Jongman, Brenden ; Pflug, Georg ; Stigler, Stefan Hochrainera ; Timonina, Anna .
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14. Clustering of time series via non-parametric tail dependence estimation. (2015). Durante, Fabrizio ; Torelli, Nicola ; Pappada, Roberta.
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15. Mixture pair-copula-constructions. (2015). Scheffer, Marcus ; Weiß, Gregor N. F., .
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16. Systemic Risk with Exchangeable Contagion: Application to the European Banking System. (2015). Mulinacci, Sabrina ; Cherubini, Umberto .
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17. Estimation procedures for exchangeable Marshall copulas with hydrological application. (2014). Durante, Fabrizio ; Okhrin, Ostap.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-014.

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18. Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity. (2013). Durante, Fabrizio ; Sempi, Carlo ; Sanchez, Juan Fernandez .
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19. Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison. (2013). Kim, Changki ; Choi, Yangho ; Lee, Woojoo ; Ahn, Jae Youn.
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20. Comments on: Inference in multivariate Archimedean copula models. (2011). Embrechts, Paul ; Hofert, Marius.
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