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person:"Powell, Robert"
~person:"Chamizo, Álvaro"
~person:"Chang, Chia-Lin"
~subject:"Kreditderivat"
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Search: subject_exact:"Conditional value at risk"
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Kreditderivat
Risikomaß
52
Risk measure
52
Credit risk
20
Basel Accord
18
Basler Akkord
18
Kreditrisiko
18
Portfolio selection
16
Portfolio-Management
16
Financial crisis
13
Finanzkrise
13
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Volatilität
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ARCH model
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ARCH-Modell
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Estimation
9
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Australia
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Australien
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Bank
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Derivat
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Derivative
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Spillover effect
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Spillover-Effekt
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Theorie
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Theory
7
Credit derivative
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Forecasting model
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Prognoseverfahren
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Risk management
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Welt
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World
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Ausreißer
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Bank liquidity
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Bankenliquidität
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Europe
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Powell, Robert
Chamizo, Álvaro
Chang, Chia-Lin
McAleer, Michael
5
Allen, David E.
4
Raunig, Burkhard
4
Scheicher, Martin
4
Choe, Geon Ho
2
Choi, So Eun
2
Gabrysch, Janet
2
Gabrysch, Sandra
2
Irresberger, Felix
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Jang, Hyun Jin
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Pelster, Matthias
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Poncet, Patrice
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Portait, Roland
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Toder, Igor
2
Vilsmeier, Johannes
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Adelson, Mark
1
Alvarez, Susana
1
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Baixauli, J. Samuel
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Biesenbach, Adam
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Breitenfellner, Bastian
1
Byström, Hans N. E.
1
Caporin, Massimiliano
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Capponi, Agostino
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Castagna, Antonio
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Chambers, Donald Robert
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Chao, Shih-kang
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Chatchai Khiewngamdee
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro
;
Novales, Alfonso
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
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2
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
3
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
4
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
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