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subject:"Risk Management"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"HKIMR working paper"
~isPartOf:"SAFE working paper"
~language:"eng"
~person:"Li, Ka Fai"
~person:"So, Jacky C."
~subject:"EU-Staaten"
~subject:"Interest rate risk"
~subject:"Kreditrisiko"
~subject:"Risiko"
~subject:"State-owned assets"
~type_genre:"Graue Literatur"
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Risk Management
Volatility
EU-Staaten
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Risikomanagement
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Risk management
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Risk
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VAR model
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tail risk
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vector autoregression
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Li, Ka Fai
So, Jacky C.
Pelizzon, Loriana
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Berdin, Elia
2
Getmansky, Mila
2
Kok Sørensen, Christoffer
2
Kubitza, Christian
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Pancaro, Cosimo
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Asis, Gonzalo
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Billio, Monica
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Caporin, Massimiliano
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Chari, Anusha
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Dindo, Pietro
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Ho, Ho Cheung
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Li, Qing
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Li, Wei
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Ludwig, Alexander
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Luo, Yulei
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Modena, Andrea
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Shan, Hongyu
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VaR and stress tests : the impact of fat-tail risk and systemic risk on commercial banks in Hong Kong and China
So, Jacky C.
;
Tony U
-
2017
Persistent link: https://www.econbiz.de/10012201504
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2
Tail risk spillover in Asia Pacific stock market
Fong, Tom
;
Li, Ka Fai
;
Ho, Ho Cheung
-
2017
Persistent link: https://www.econbiz.de/10012201625
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