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~isPartOf:"Annals of finance"
~language:"eng"
~language:"rus"
~person:"Fabozzi, Frank J."
~person:"Tsomocos, Dimitrios P."
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Tsomocos, Dimitrios P.
Madan, Dilip B.
12
Viens, Frederi G.
8
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7
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Annals of finance
The journal of portfolio management : JPM
31
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
11
Journal of banking & finance
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Finance research letters
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The journal of fixed income : JFI
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Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Applied financial economics
7
Journal of financial stability
7
Computational economics
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Economics letters
6
International review of financial analysis
6
Journal of international money and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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The journal of asset management
4
The journal of structured finance
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Advances in futures and options research : a research annual
3
Annals of operations research
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Applied economics letters
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Applied financial economics letters
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Insurance / Mathematics & economics
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Journal / The Capco Institute : journal of financial transformation
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Journal of mathematical economics
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Review of quantitative finance and accounting
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Annals of economics and finance
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Emerging markets review
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ECONIS (ZBW)
11
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1
Commodity cycles and financial instability in emerging economies
Andreev, Michail
;
Peiris, M. Udara
;
Širobokov, Aleksandr
; …
- In:
Annals of finance
20
(
2024
)
2
,
pp. 167-197
Persistent link: https://www.econbiz.de/10014566411
Saved in:
2
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
3
A computable general equilibrium model for banking sector risk assessment in South Africa
Beyers, Conrad F. J.
;
De Freitas, Allan
;
Essel-Mensah, …
- In:
Annals of finance
16
(
2020
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10012495988
Saved in:
4
Measures of systemic risk and financial fragility in Korea
Lee, Jong-Han
;
Ryu, Jaemin
;
Tsomocos, Dimitrios P.
- In:
Annals of finance
9
(
2013
)
4
,
pp. 757-786
Persistent link: https://www.econbiz.de/10010196570
Saved in:
5
On dividend restrictions and the collapse of the interbank market
Goodhart, Charles A. E.
;
Peiris, M. U.
;
Tsomocos, …
- In:
Annals of finance
6
(
2010
)
4
,
pp. 455-473
Persistent link: https://www.econbiz.de/10008652610
Saved in:
6
Rating systems, procyclicality and Basel II : an evaluation in a general equilibrium framework
Pederzoli, Chiara
;
Torricelli, Costanza
;
Tsomocos, …
- In:
Annals of finance
6
(
2010
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003939546
Saved in:
7
Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
Saved in:
8
Financial stability: theory and applications
Goodhart, Charles A. E.
;
Tsomocos, Dimitrios P.
- In:
Annals of finance
3
(
2007
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10003435858
Saved in:
9
Towards a measure of financial fragility
Aspachs, Oriol
;
Goodhart, Charles A. E.
;
Tsomocos, …
- In:
Annals of finance
3
(
2007
)
1
,
pp. 37-74
Persistent link: https://www.econbiz.de/10003427793
Saved in:
10
A time series analysis of financial fragility in the UK banking system
Goodhart, Charles A. E.
;
Sunirand, Pojanart
;
Tsomocos, …
- In:
Annals of finance
2
(
2006
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003229727
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