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~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Bankrisiko"
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Search: subject_exact:"Risk measure"
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Bankrisiko
Finanzkrise
Forecasting model
Prognoseverfahren
Risk
Risikomaß
211
Risk measure
211
Theorie
87
Theory
87
Portfolio selection
86
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
An, Yunbi
2
Armstrong, John
2
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2
Brigo, Damiano
2
Dias, Alexandra
2
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2
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2
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1
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Journal of banking & finance
Pacific-Basin finance journal
Insurance / Mathematics & economics
130
Finance research letters
68
Risks : open access journal
64
European journal of operational research : EJOR
62
International journal of forecasting
49
Journal of risk
47
International review of financial analysis
39
Quantitative finance
37
Discussion paper / Tinbergen Institute
36
Economic modelling
36
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
33
Energy economics
30
International review of economics & finance : IREF
29
Journal of empirical finance
25
Applied economics
24
The journal of risk model validation
24
Computational economics
23
Journal of risk and financial management : JRFM
22
Journal of risk management in financial institutions
22
Mathematics of operations research
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
The journal of operational risk
21
Journal of economic dynamics & control
20
The European journal of finance
20
International journal of theoretical and applied finance
19
Journal of international financial markets, institutions & money
19
Research paper series / Swiss Finance Institute
19
Scandinavian actuarial journal
19
Applied economics letters
17
Journal of econometrics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
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Operations research
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Journal of financial econometrics
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ECONIS (ZBW)
93
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10
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93
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date (oldest first)
1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
3
Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao
;
Lo, Chien-Ling
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
Saved in:
4
Does systemic risk affect fund managers' tail risk-taking?
Xuan, Quansheng
;
Li, Zhiyong
;
Zhao, Tianyu
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014491185
Saved in:
5
Economic policy uncertainty and capital flows' tail risk in China
Huang, Xiaowei
;
He, Chenyu
;
Zhang, Man
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014575707
Saved in:
6
Can firms with higher ESG ratings bear higher bank systemic tail risk spillover? : evidence from Chinese A-share market
Ling, Aifan
;
Li, Jinlong
;
Zhang, Yugui
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463311
Saved in:
7
Systemically important financial institutions and drivers of systemic risk : evidence from India
Narayan, Shivani
;
Kumar, Dilip
;
Bouri, Elie
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463391
Saved in:
8
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:
9
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:
10
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
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