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accessRights:"restricted"
~person:"Bernard, Carole"
~person:"Liu, Fangda"
~person:"Wang, Gang-Jin"
~subject:"Bank"
~subject:"Outliers"
~subject:"Risikomaß"
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Search: subject_exact:"Risk management"
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7
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Bernard, Carole
Liu, Fangda
Wang, Gang-Jin
Wang, Ruodu
14
Cai, Jun
7
Mao, Tiantian
7
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Li, Jianping
6
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5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Härdle, Wolfgang
5
Kumar, Dilip
5
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5
Mitic, Peter
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Tan, Ken Seng
5
Tiwari, Aviral Kumar
5
Zhu, Xiaoqian
5
Al-Yahyaee, Khamis Hamed
4
Farkas, Walter
4
Guillén, Montserrat
4
Hassan, M. Kabir
4
Hurlin, Christophe
4
Karmakar, Madhusudan
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Möbius, Christian
4
Naeem, Muhammad Abubakr
4
Nahar, Shamsun
4
Pallenberg, Catherine
4
Shahzad, Syed Jawad Hussain
4
Vanduffel, Steven
4
Yang, Fan
4
Asimit, Alexandru V.
3
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3
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3
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2
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1
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ECONIS (ZBW)
12
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1
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong
;
Zhu, You
;
Wang, Gang-Jin
;
Chi, Xie
;
Wang, …
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
Saved in:
2
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
3
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
4
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
5
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
6
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
7
When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin
;
Chi, Xie
;
Wen, Danyan
;
Zhao, Longfeng
- In:
Finance research letters
31
(
2019
),
pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
Saved in:
8
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
Saved in:
9
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
10
Extreme risk spillover effects in world gold markets and the global financial crisis
Wang, Gang-Jin
;
Chi, Xie
;
Jiang, Zhi-Qiang
;
Stanley, H. …
- In:
International review of economics & finance : IREF
46
(
2016
),
pp. 55-77
Persistent link: https://www.econbiz.de/10011626706
Saved in:
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