Tail Dependence in Financial Markets: Evidence from Stock, Foreign Exchange, and Commodities Markets Ann Marie Hibbert, Mbodja Mougoué & Joel Sango * PRELIMINARY AND INCOMPLETE. PLEASE DO NOT CITE OR CIRCULATE WITHOUT THE PRIOR PERMISSION OF THE AUTHORS * Ann Marie Hibbert is an Associate Professor of Finance in the College of Business and Economics, West Virginia University, P.O. Box 6205, Morgantown, WV 26505. Tel: (304) 293-2447. amhibbert@mail.wvu.edu Mbodja Mougoué is an Associate Professor of Finance in the Mike Ilitch School of Business, Wayne State University, 5201 Cass Avenue, Detroit, MI 48202. (313) 577- 4538. ad4906@wayne.edu Joel Sango is a Methodologist and Analyst at the Méthodologiste et Analyste (Statistique Canada), 257 Rue Robert Martial, Gatineau, Québec, J9J 2V1. Tel: (438) 938-2007. joellesango@gmail.com