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subject:"Financial crisis"
~isPartOf:"Staff working papers / Bank of England"
~subject:"Risiko"
~subject:"value at risk"
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Financial crisis
Risiko
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tail risk
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Stoja, Evarist
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Chiu, Ching Wai Jeremy
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Covi, Giovanni
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Jobst, Andreas A.
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Lloyd, Simon
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Staff working papers / Bank of England
Insurance / Mathematics & economics
122
Journal of banking & finance
58
European journal of operational research : EJOR
56
Risks : open access journal
54
Finance research letters
50
Journal of risk
32
Quantitative finance
28
Economic modelling
27
International review of financial analysis
26
International review of economics & finance : IREF
25
Discussion paper / Tinbergen Institute
22
Energy economics
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International journal of theoretical and applied finance
22
The North American journal of economics and finance : a journal of financial economics studies
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Finance and stochastics
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Mathematics of operations research
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Scandinavian actuarial journal
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Journal of risk and financial management : JRFM
19
Applied economics
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Operations research
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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Journal of economic dynamics & control
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Research paper series / Swiss Finance Institute
14
Applied economics letters
13
Journal of forecasting
13
Astin bulletin : the journal of the International Actuarial Association
12
Computational economics
12
Journal of mathematical finance
12
Journal of risk management in financial institutions
12
Journal of empirical finance
11
The journal of risk model validation
11
Working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Research in international business and finance
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Measuring Capital at Risk in the UK banking sector: a microstructural network approach
Covi, Giovanni
;
Brookes, James
;
Raja, Charumathi
-
2022
Persistent link: https://www.econbiz.de/10013286826
Saved in:
2
Tail risk interdependence
Polanski, Arnold
;
Stoja, Evarist
;
Chiu, Ching Wai Jeremy
-
2019
Persistent link: https://www.econbiz.de/10012202260
Saved in:
3
Market-implied systemic risk and shadow capital adequacy
Chatterjee, Somnath
;
Jobst, Andreas A.
-
2019
Persistent link: https://www.econbiz.de/10012202397
Saved in:
4
Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-Risk
Lloyd, Simon
;
Manuel, Ed
;
Panchev, Konstantin
-
2021
Persistent link: https://www.econbiz.de/10012795156
Saved in:
5
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
-
2017
Persistent link: https://www.econbiz.de/10011669462
Saved in:
6
Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
-
2016
Persistent link: https://www.econbiz.de/10011581609
Saved in:
7
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
Saved in:
8
Extreme risk interdependence
Polanski, Arnold
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402815
Saved in:
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