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subject:"Risk Management"
subject:"Volatility"
~person:"Kumar, Dilip"
~person:"Strahan, Philip E."
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Risk Management
Volatility
United States
Risikomanagement
12
Risk management
12
Volatilität
8
Bank liquidity
6
Bankenliquidität
6
Hedging
6
USA
6
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5
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Extreme value volatility estimator
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Risk
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English
11
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Kumar, Dilip
Strahan, Philip E.
Schuermann, Til
18
McAleer, Michael
15
Dionne, Georges
13
Kunreuther, Howard
8
Fernando, Chitru S.
7
Hayes, Dermot James
7
Babcock, Bruce A.
6
Chang, Chia-Lin
6
Christoffersen, Peter F.
6
Daníelsson, Jón
6
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6
Hammoudeh, Shawkat
6
Manganelli, Simone
6
Mnasri, Mohamed
6
Vries, Casper G. de
6
Acharya, Viral V.
5
Allen, Franklin
5
Almeida, Heitor
5
El Hraiki, Rayane
5
Engle, Robert F.
5
Gatev, Evan G.
5
Hanson, Samuel G.
5
Kuritzkes, Andrew
5
Lang, William W.
5
Michel-Kerjan, Erwann
5
Mishra, Ashok K.
5
Pelizzon, Loriana
5
Stulz, René M.
5
Adam, Tim R.
4
Adrian, Tobias
4
Andersen, Torben
4
Billio, Monica
4
Bodnar, Gordon M.
4
Bollerslev, Tim
4
Bustos, Emil
4
Campbell, John Y.
4
Caporin, Massimiliano
4
Cocco, João F.
4
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ECONIS (ZBW)
11
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1
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
2
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
3
A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip
- In:
Global business review
18
(
2017
)
6
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
Saved in:
4
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
5
Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
Saved in:
6
Managing bank liquidity risk : how deposit-loan synergies vary with market conditions
Gatev, Evan G.
;
Schuermann, Til
;
Strahan, Philip E.
-
2006
Persistent link: https://www.econbiz.de/10003326239
Saved in:
7
Banks' advantage in hedging liquidity risk : theory and evidence from the commercial paper market
Gatev, Evan G.
;
Strahan, Philip E.
-
2003
Persistent link: https://www.econbiz.de/10001793545
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
Managing bank liquidity risk : how deposit-loan synergies vary with market conditions
Gatev, Evan G.
(
contributor
);
Schuermann, Til
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003337380
Saved in:
10
Banks' advantage in hedging liquidity risk : theory and evidence from the commercial paper market
Gatev, Evan G.
;
Strahan, Philip E.
- In:
The journal of finance : the journal of the American …
61
(
2006
)
2
,
pp. 867-892
Persistent link: https://www.econbiz.de/10003307169
Saved in:
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