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~isPartOf:"Journal of empirical finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Research in international business and finance"
~subject:"Basel Accord"
~subject:"Kapitaleinkommen"
~subject:"Systemrisiko"
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Search: subject:"Expected Shortfall"
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Basel Accord
Kapitaleinkommen
Systemrisiko
Risikomaß
120
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120
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44
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Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
McMillan, David G.
2
Ur Rehman, Mobeen
2
Xiong, Xiong
2
Zhou, Chunyang
2
Zhu, Yifeng
2
Aboura, Sofiane
1
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1
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1
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Journal of empirical finance
Pacific-Basin finance journal
Research in international business and finance
Journal of banking & finance
48
Finance research letters
36
International review of financial analysis
34
The North American journal of economics and finance : a journal of financial economics studies
30
Insurance / Mathematics & economics
28
Journal of risk
26
Discussion paper / Tinbergen Institute
21
Econometric Institute research papers
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Risks : open access journal
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Energy economics
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International review of economics & finance : IREF
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International journal of forecasting
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Journal of financial stability
14
Journal of international financial markets, institutions & money
14
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Research paper series / Swiss Finance Institute
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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The European journal of finance
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Journal of financial econometrics
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Quantitative finance
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Applied economics letters
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The journal of credit risk : published quarterly by Incisive Media
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Working papers
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Journal of economic dynamics & control
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SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CFS working paper series
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European journal of operational research : EJOR
8
International journal of theoretical and applied finance
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ECONIS (ZBW)
42
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1
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:
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
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:
4
Identifying systemically important financial institutions in Turkey
Caliskan, Hande
;
Cevik, Emrah I.
;
Kirci C̦evik, Nüket
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013267844
Saved in:
5
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
6
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
Saved in:
7
Financial networks and systemic risk vulnerabilities : a tale of Indian banks
Ahmad, Wasim
;
Tiwari, Shiv Ratan
;
Wadhwani, Akshay
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014434078
Saved in:
8
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
9
Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions
Echaust, Krzysztof
;
Just, Małgorzata
- In:
Research in international business and finance
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248962
Saved in:
10
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
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