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subject:"Financial crisis"
~isPartOf:"Staff working papers / Bank of England"
~subject:"Risikomanagement"
~subject:"Statistical distribution"
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Financial crisis
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tail risk
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Chiu, Ching Wai Jeremy
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Jobst, Andreas A.
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Staff working papers / Bank of England
Insurance / Mathematics & economics
140
Journal of banking & finance
83
Risks : open access journal
73
Finance research letters
55
Journal of risk
55
European journal of operational research : EJOR
51
Economic modelling
45
Discussion paper / Tinbergen Institute
37
International review of financial analysis
37
The journal of operational risk
37
Energy economics
35
The North American journal of economics and finance : a journal of financial economics studies
33
The journal of risk model validation
30
International journal of forecasting
28
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28
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26
Journal of econometrics
26
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25
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Scandinavian actuarial journal
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Research in international business and finance
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Applied economics letters
15
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Astin bulletin : the journal of the International Actuarial Association
14
Finance and stochastics
14
SpringerLink / Bücher
14
The journal of credit risk : published quarterly by Incisive Media
14
Journal of economic dynamics & control
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
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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
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
-
2016
Persistent link: https://www.econbiz.de/10011480647
Saved in:
7
Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
-
2016
Persistent link: https://www.econbiz.de/10011581609
Saved in:
8
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:
9
Extreme risk interdependence
Polanski, Arnold
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402815
Saved in:
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