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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial stability"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
~subject:"Systemic risk"
~subject:"Welt"
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Finanzkrise
Prognoseverfahren
Systemic risk
Welt
Risikomaß
200
Risk measure
200
Theorie
90
Theory
90
Portfolio selection
80
Portfolio-Management
80
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59
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48
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33
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62
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Weiß, Gregor
4
Daníelsson, Jón
2
Li, Fuchun
2
López-Espinosa, Germán
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Rubia, Antonio
2
Valderrama, Laura
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Amini, Hamed
1
Andrieş, Alin Marius
1
Antón, Miguel
1
Avramidis, Panagiotis
1
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1
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1
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1
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1
Bernard, Carole
1
Betz, Frank
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Carey, Mark S.
1
Chabot, Ben
1
Chen Zhou
1
Chiu, Wan-chien
1
Clements, Adam
1
Consigli, Giorgio
1
Cui, Xuecan
1
Cui, Xueting
1
Daigler, Robert T.
1
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1
Drovandi, Christopher
1
Du, Zaichao
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
Ergen, Ibrahim
1
Ergün, Tolga A.
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Journal of banking & finance
Journal of financial stability
International journal of forecasting
50
Finance research letters
47
Journal of forecasting
33
Energy economics
29
International review of financial analysis
29
The North American journal of economics and finance : a journal of financial economics studies
29
Discussion paper / Tinbergen Institute
28
Economic modelling
23
Risks : open access journal
23
Journal of risk
22
International review of economics & finance : IREF
21
Journal of empirical finance
20
The journal of risk model validation
20
Applied economics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Applied economics letters
16
Econometric Institute research papers
16
Journal of risk management in financial institutions
16
Journal of economic dynamics & control
15
Journal of risk and financial management : JRFM
15
Research in international business and finance
15
Computational economics
14
The European journal of finance
14
Working paper
14
Journal of international financial markets, institutions & money
13
Pacific-Basin finance journal
13
SFB 649 discussion paper
13
Journal of financial econometrics
12
Quantitative finance
12
Journal of econometrics
11
European journal of operational research : EJOR
10
Working papers
10
CFS working paper series
8
Insurance / Mathematics & economics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of international money and finance
8
Research paper series / Swiss Finance Institute
8
Risk management : a journal of risk, crisis and disaster
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ECONIS (ZBW)
62
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62
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1
Financial contagion among the GSIBs and regulatory interventions
Lai, Jennifer Te
;
McNelis, Paul D.
- In:
Journal of financial stability
72
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014565243
Saved in:
2
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
3
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
4
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
5
A Bayesian approach for more reliable tail risk forecasts
Li, Dan
;
Clements, Adam
;
Drovandi, Christopher
- In:
Journal of financial stability
64
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014284929
Saved in:
6
Risk spillovers and interconnectedness between systemically important institutions
Andrieş, Alin Marius
;
Ongena, Steven
;
Sprincean, Nicu
; …
- In:
Journal of financial stability
58
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013417451
Saved in:
7
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
8
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
9
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
10
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
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