Abstract
In this paper the partial dependence with copula function is presented. In some context, the dependence structure between two variables can be highly influenced by one or more covariates, so it is of interest to know how this dependence structure changes with the value taken by the covariates. An application is carried out to study the dependence structure among eight financial assets. After analyzing the marginal dependence structure, we condition on the market index and finally both on the level and on the volatility of the market.