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subject:"Risikomaß"
subject:"USA"
~person:"Karmakar, Madhusudan"
~person:"Schuermann, Til"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Reprint"
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Risikomaß
USA
Credit risk
Risikomanagement
16
Risk management
16
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6
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6
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5
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4
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4
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Karmakar, Madhusudan
Schuermann, Til
Wang, Ruodu
17
Embrechts, Paul
11
Hammoudeh, Shawkat
10
Li, Jianping
10
Mao, Tiantian
10
Rösch, Daniel
10
Jacobs, Michael <Jr.>
9
Broll, Udo
8
Cai, Jun
8
McAleer, Michael
8
Righi, Marcelo Brutti
8
Zhu, Xiaoqian
8
Arora, Anju
7
Gatzert, Nadine
7
Härdle, Wolfgang
7
Janabi, Mazin A. M. al
7
Puccetti, Giovanni
7
Rüschendorf, Ludger
7
Bernard, Carole
6
Boonen, Tim J.
6
Dionne, Georges
6
Goodwin, Barry K.
6
Hayes, Dermot James
6
Mitic, Peter
6
Prorokowski, Lukasz
6
Stoja, Evarist
6
Tan, Ken Seng
6
Tiwari, Aviral Kumar
6
Turvey, Calum Greig
6
Wang, Gang-Jin
6
Alexander, Gordon J.
5
Andreeva, Galina
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Chi, Xie
5
Crook, Jonathan N.
5
Fabozzi, Frank J.
5
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Journal of banking & finance
2
Review of financial economics : RFE
2
Brookings-Wharton papers on financial services
1
Current issues in economics and finance
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
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ECONIS (ZBW)
14
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1
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
2
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
3
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
4
Stress testing convergence
Gutiérrez Gallardo, Germán
;
Schuermann, Til
;
Duane, …
- In:
Journal of risk management in financial institutions
9
(
2015/2016
)
1
,
pp. 32-45
Persistent link: https://www.econbiz.de/10011488786
Saved in:
5
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
6
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
Saved in:
7
Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
Saved in:
8
Managing bank liquidity risk : how deposit-loan synergies vary with market conditions
Gatev, Evan G.
;
Schuermann, Til
;
Strahan, Philip E.
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 995-1020
Persistent link: https://www.econbiz.de/10003827702
Saved in:
9
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
10
Confidence intervals for probabilities of default
Hanson, Samuel G.
;
Schuermann, Til
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2281-2301
Persistent link: https://www.econbiz.de/10003355794
Saved in:
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