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person:"Bollerslev, Tim"
subject:"USA"
~person:"Manganelli, Simone"
~person:"Scannella, Enzo"
~subject:"Bank risk"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Bollerslev, Tim
Manganelli, Simone
Scannella, Enzo
Li, Jianping
12
McConnell, Patrick
10
Zhu, Xiaoqian
10
McAleer, Michael
8
Broll, Udo
7
Schuermann, Til
7
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6
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6
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6
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5
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5
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5
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5
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5
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5
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4
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4
Engle, Robert F.
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Galletta, Simona
4
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Kaiser, Thomas
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Wei, Lu
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Weiß, Gregor
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Journal of banking regulation
2
International journal of risk assessment and management : IJRAM
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
1
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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1
How to measure bank credit risk disclosure? : testing a new methodological approach based on the content analysis framework
Scannella, Enzo
;
Polizzi, Salvatore
- In:
Journal of banking regulation
22
(
2021
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012487305
Saved in:
2
Risk committee complexity and liquidity risk in the European banking industry
Galletta, Simona
;
Mazzù, Sebastiano
;
Scannella, Enzo
- In:
Journal of economic behavior & organization : JEBO
192
(
2021
),
pp. 691-703
Persistent link: https://www.econbiz.de/10013188643
Saved in:
3
Theory and regulation of liquidity risk management in banking
Scannella, Enzo
- In:
International journal of risk assessment and management …
19
(
2016
)
1/2
,
pp. 4-21
Persistent link: https://www.econbiz.de/10011584779
Saved in:
4
Market risk disclosure in banking : an empirical analysis on four global systemically important European banks
Scannella, Enzo
;
Polizzi, Salvatore
- In:
Journal of banking regulation
19
(
2018
)
2
,
pp. 87-100
Persistent link: https://www.econbiz.de/10012010255
Saved in:
5
The central banker as a risk manager : estimating the federal reserve's preferences under Greenspan
Kilian, Lutz
;
Manganelli, Simone
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1103-1129
Persistent link: https://www.econbiz.de/10003745901
Saved in:
6
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
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