//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theorie"
~person:"Capponi, Agostino"
~person:"Giudici, Paolo"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Systemisches Risiko"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Systemic risk
14
Systemrisiko
14
Theory
8
Business network
7
Unternehmensnetzwerk
7
systemic risk
7
Financial crisis
5
Finanzkrise
5
Bankenkrise
4
Banking crisis
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Credit risk
3
Kreditrisiko
3
Portfolio selection
3
Portfolio-Management
3
Ansteckungseffekt
2
Ausreißer
2
Bank
2
Bank liquidity
2
Bank risk
2
Bankenliquidität
2
Bankrisiko
2
Contagion effect
2
Correlation
2
Credit derivative
2
Estimation
2
Financial market
2
Financial sector
2
Financial system
2
Finanzmarkt
2
Finanzsektor
2
Finanzsystem
2
Geldmarkt
2
Hedging
2
Insolvency
2
Insolvenz
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
8
Author
All
Capponi, Agostino
Giudici, Paolo
Farmer, J. Doyne
6
Caccioli, Fabio
5
Thurner, Stefan
5
Feinstein, Zachary
4
Gallegati, Mauro
4
Gouriéroux, Christian
4
Härdle, Wolfgang
4
Jarrow, Robert A.
4
Acharya, Viral V.
3
Amini, Hamed
3
Aymanns, Christoph
3
Battiston, Stefano
3
Caporin, Massimiliano
3
Fouque, Jean-Pierre
3
Frittelli, Marco
3
Georg, Co-Pierre
3
Hurd, T. R.
3
Meinerding, Christoph
3
Minca, Andreea
3
Poledna, Sebastian
3
Wagner, Wolf
3
Wang, Chao
3
Wang, Weining
3
Aboura, Sofiane
2
Adrian, Tobias
2
Ahnert, Toni
2
Anand, Kartik
2
Ararat, Çağın
2
Biagini, Francesca
2
Brunnermeier, Markus Konrad
2
Cai, Jin
2
Cao, Jin
2
Cerqueti, Roy
2
Chen Zhou
2
Chen, Guojin
2
Chen, Yi-Hsuan
2
Cont, Rama
2
Csóka, Péter
2
more ...
less ...
Published in...
All
Mathematics and financial economics
2
International review of financial analysis
1
Journal of financial stability
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
The journal of network theory in finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
2
Preface to the special issue on systemic risk and financial networks
Capponi, Agostino
;
Jarrow, Robert A.
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012433629
Saved in:
3
Special issue: systemic risk and financial networks
Capponi, Agostino
(
ed.
);
Jarrow, Robert A.
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012433662
Saved in:
4
A dynamic network model of interbank lending-systemic risk and liquidity provisioning
Capponi, Agostino
;
Sun, Xu
;
Yao, David D.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1127-1152
Persistent link: https://www.econbiz.de/10012293374
Saved in:
5
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
6
Heterogeneous market structure and systemic risk : evidence from dual banking systems
Abedifar, Pejman
;
Giudici, Paolo
;
Hashem, Shatha Qamhieh
- In:
Journal of financial stability
33
(
2017
),
pp. 96-119
Persistent link: https://www.econbiz.de/10011877718
Saved in:
7
NetMES : a network based marginal expected shortfall measure
Hashem, Shatha Qamhieh
;
Giudici, Paolo
- In:
The journal of network theory in finance
2
(
2016
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011668564
Saved in:
8
Default and systemic risk in equilibrium
Capponi, Agostino
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011347251
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->