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~isPartOf:"Journal of econometrics"
~subject:"Finanzmarktaufsicht"
~subject:"Risikomaß"
~subject:"Risk management"
~subject:"Systemic risk"
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Finanzmarktaufsicht
Risikomaß
Risk management
Systemic risk
Systemrisiko
9
Theorie
7
Theory
7
Financial crisis
4
Finanzkrise
4
Risk measure
4
Business network
3
Risikomanagement
3
Unternehmensnetzwerk
3
Autocorrelation
2
Autokorrelation
2
Bank risk
2
Bankrisiko
2
EU countries
2
EU-Staaten
2
Estimation
2
Financial market
2
Financial services
2
Finanzdienstleistung
2
Finanzmarkt
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
Social network
2
Soziales Netzwerk
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
Zeitreihenanalyse
2
Ansteckungseffekt
1
Asset markets
1
Ausreißer
1
Autoregression
1
Bank
1
CDS
1
CoVaR
1
Confidence intervals
1
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Article
9
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9
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9
Conference paper
1
Konferenzbeitrag
1
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English
9
Author
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Härdle, Wolfgang
3
Wang, Weining
2
Amengual, Dante
1
Aït-Sahalia, Yacine
1
Bianchi, Daniele
1
Billio, Monica
1
Blasques, Francisco
1
Casarin, Roberto
1
Chen, Yi-Hsuan
1
Diebold, Francis X.
1
Fiorentini, Gabriele
1
Guidolin, Massimo
1
Han, Heejoon
1
Koopman, Siem Jan
1
Laeven, Roger J. A.
1
Linton, Oliver
1
Lucas, André
1
Oka, Tatsushi
1
Okhrin, Yarema
1
Pelizzon, Loriana
1
Schaumburg, Julia
1
Sentana, Enrique
1
Wang, Hansheng
1
Whang, Yoon-jae
1
Yu, Lining
1
Yılmaz, Kamil
1
Zhu, Xuening
1
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Journal of econometrics
Journal of financial stability
113
Journal of banking & finance
111
IMF working papers
84
Finance research letters
62
Working paper series / European Central Bank
43
NBER working paper series
41
Discussion paper / Centre for Economic Policy Research
36
International review of financial analysis
36
Working paper / National Bureau of Economic Research, Inc.
35
Journal of international financial markets, institutions & money
34
Economic modelling
33
Journal of economic dynamics & control
33
Journal of risk management in financial institutions
33
Working paper series
33
IMF Working Paper
32
IMF country report
32
NBER Working Paper
31
Research in international business and finance
31
SAFE working paper
29
Discussion paper
27
Discussion papers / CEPR
24
Research paper series / Swiss Finance Institute
23
Staff working papers / Bank of England
23
Discussion paper / Tinbergen Institute
22
Risks : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
22
Working paper
21
Staff reports / Federal Reserve Bank of New York
20
CESifo working papers
19
International review of economics & finance : IREF
19
Pacific-Basin finance journal
19
The review of financial studies
19
Applied economics
18
Applied economics letters
18
Journal of risk and financial management : JRFM
18
Journal of banking regulation
17
Journal of international money and finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
SpringerLink / Bücher
17
The journal of network theory in finance
17
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ECONIS (ZBW)
9
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9
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1
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
2
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
3
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
Saved in:
4
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
5
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Saved in:
8
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
9
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 233-249
Persistent link: https://www.econbiz.de/10010254873
Saved in:
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