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~isPartOf:"Journal of empirical finance"
~isPartOf:"Research in international business and finance"
~subject:"Basel Accord"
~subject:"Kapitaleinkommen"
~subject:"Statistische Verteilung"
~subject:"Systemrisiko"
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Search: subject:"Expected Shortfall"
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Basel Accord
Kapitaleinkommen
Statistische Verteilung
Systemrisiko
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90
Risk measure
90
Theorie
38
Theory
38
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37
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37
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Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
McMillan, David G.
2
Aboura, Sofiane
1
Ahmad, Wasim
1
Almeida, Helena Tenório Veiga de
1
Aloui, Riadh
1
Bee, Marco
1
Bekiros, Stelios
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Bi, Jia
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Chen Zhou
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Chevallier, Julien
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Choi, Pilsun
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Chu, Jeffrey
1
De Lira Salvatierra, Irving Arturo
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Degiannakis, Stavros
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Dibooglu, Sel
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Echaust, Krzysztof
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Grané, Aurea
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1
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1
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Journal of empirical finance
Research in international business and finance
Insurance / Mathematics & economics
88
Journal of banking & finance
67
Finance research letters
48
International review of financial analysis
43
Journal of risk
40
Risks : open access journal
39
Discussion paper / Tinbergen Institute
38
The North American journal of economics and finance : a journal of financial economics studies
34
International journal of forecasting
32
Economic modelling
29
The journal of operational risk
27
Journal of econometrics
24
Applied economics
23
Energy economics
23
The journal of risk model validation
23
Econometric Institute research papers
22
Quantitative finance
21
International review of economics & finance : IREF
20
Journal of risk management in financial institutions
20
Journal of risk and financial management : JRFM
19
Journal of forecasting
18
Research paper series / Swiss Finance Institute
18
European journal of operational research : EJOR
17
Journal of financial econometrics
17
SFB 649 discussion paper
17
The European journal of finance
17
Journal of financial stability
16
Pacific-Basin finance journal
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Working paper
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Applied economics letters
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of international financial markets, institutions & money
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Working papers
15
Computational economics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Swiss Finance Institute Research Paper
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Scandinavian actuarial journal
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
37
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak : a market and sectoral analysis
Aloui, Riadh
;
Jabeur, Sami Ben
;
Mefteh-Wali, Salma
- In:
Research in international business and finance
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014247870
Saved in:
8
An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen
;
Chu, Jeffrey
;
Zhang, Yuanyuan
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402146
Saved in:
9
Nonlinear tail dependence in cryptocurrency-stock market returns : the role of Bitcoin futures
Lahiani, Amine
;
Jeribi, Ahmed
;
Boukef Jlassi, Nabila
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266088
Saved in:
10
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
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