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Sankore

Named after the University of Sankore in Timbuktu — one of the world’s oldest centres of learning. Every figure here is computed from work-level records in our own graph, never copied from a source’s summary count.

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Tail Dependence in Foreign Exchange Market Pressure: A Quantile GMM and Bayesian Diffusion-Regression State-Space Approach

2025Computational EconomicsJournal

10.1007/s10614-025-11100-1 Full text0 citations

Authors

3 authors across 3 institutions in 2 countries.

Oleg MarievFirst author
Suleiman O. Mamman
Jamilu IliyasuSenior authorCorresponding
- Centre for the Study of the Economies of Africa (NG)
- Ahmadu Bello University (NG)

Fields

Assignment is probabilistic — a work belongs to several fields in proportions.

Global Financial Crisis and Policieslevel 3 · 1.00
Monetary Policy and Economic Impactlevel 3 · 1.00
Market Dynamics and Volatilitylevel 3 · 1.00

Sources

Several sources describing one work is the point — it means the record rests on more than one authority.

openalexseen September 9, 2026
2025 · Computational Economics · 0 citations
https://openalex.org/W4414306006

Tail Dependence in Foreign Exchange Market Pressure: A Quantile GMM and Bayesian Diffusion-Regression State-Space Approach · Sankore