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~isPartOf:"Journal of econometrics"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzbeitrag"
~type_genre:"Textbook"
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Search: "Systemrisiko"
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Systemic risk
9
Systemrisiko
9
Theorie
7
Theory
7
Financial crisis
4
Finanzkrise
4
Risikomaß
4
Risk measure
4
Business network
3
Risikomanagement
3
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2
Autokorrelation
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Bankrisiko
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EU countries
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EU-Staaten
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Estimation
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Regression analysis
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Schätzung
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Ansteckungseffekt
1
Asset markets
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Ausreißer
1
Autoregression
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Bank
1
CDS
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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
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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
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Wang, Hansheng
1
Whang, Yoon-jae
1
Yu, Lining
1
Yılmaz, Kamil
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Journal of econometrics
Journal of banking & finance
111
Journal of financial stability
103
Finance research letters
53
Journal of international financial markets, institutions & money
34
Economic modelling
33
Journal of risk management in financial institutions
33
International review of financial analysis
32
Journal of economic dynamics & control
31
Research in international business and finance
27
Risks : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
22
Pacific-Basin finance journal
19
Applied economics
18
Journal of risk and financial management : JRFM
18
International review of economics & finance : IREF
17
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
The journal of network theory in finance
17
The review of financial studies
17
Applied economics letters
16
Journal of financial intermediation
16
Annual review of financial economics
15
Energy economics
15
International journal of central banking : IJCB
15
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
15
Economics letters
14
The journal of financial market infrastructures
14
Computational economics
13
Emerging markets review
13
European journal of operational research : EJOR
13
The European journal of finance
13
Journal of financial economics
12
Mathematics and financial economics
12
The journal of alternative investments
12
International journal of finance & economics : IJFE
11
Journal of economic interaction and coordination
11
The American economic review
11
Annals of finance
10
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
9
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9
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date (oldest first)
1
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:
2
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:
3
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:
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
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:
8
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:
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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