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~isPartOf:"Journal of empirical finance"
~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
90
Risk measure
90
Theorie
38
Theory
38
ARCH model
37
ARCH-Modell
37
Portfolio selection
35
Portfolio-Management
35
Capital income
23
Estimation
23
Schätzung
23
Risk management
22
Risikomanagement
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Statistical distribution
20
Statistische Verteilung
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Volatility
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Volatilität
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Forecasting model
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Prognoseverfahren
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Risiko
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Risk
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Time series analysis
13
Zeitreihenanalyse
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Börsenkurs
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Share price
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Outliers
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Value-at-Risk
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Ausreißer
10
Virtual currency
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Virtuelle Währung
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Correlation
8
Korrelation
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Systemic risk
8
Extreme value theory
7
Financial crisis
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Finanzkrise
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Welt
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28
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28
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28
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English
28
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Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
McMillan, David G.
2
Aboura, Sofiane
1
Ahmad, Wasim
1
Aloui, Riadh
1
Bee, Marco
1
Bekiros, Stelios
1
Bi, Jia
1
Boukef Jlassi, Nabila
1
Caliskan, Hande
1
Cevik, Emrah I.
1
Chan, Stephen
1
Changchien, Chang-Cheng
1
Cheng, Wan-hsiu
1
Chevallier, Julien
1
Chiang, Thomas C.
1
Choi, Pilsun
1
Choi, Sun-Yong
1
Chu, Jeffrey
1
De Lira Salvatierra, Irving Arturo
1
Degiannakis, Stavros
1
Derbali, Abdelkader
1
Dibooglu, Sel
1
Dupuis, Debbie J.
1
Echaust, Krzysztof
1
Engsted, Tom
1
Floros, Christos
1
Hallara, Slaheddine
1
Hendawi, Raed
1
Huang, Yilong
1
Hung, Jui-cheng
1
Jabeur, Sami Ben
1
Jacobs, Michael <Jr.>
1
James, Robert
1
Jeribi, Ahmed
1
Just, Małgorzata
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Karagozoglu, Ahmet K.
1
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Journal of empirical finance
Research in international business and finance
Journal of banking & finance
48
Finance research letters
36
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
30
Insurance / Mathematics & economics
28
Journal of risk
25
Discussion paper / Tinbergen Institute
21
Econometric Institute research papers
21
Risks : open access journal
21
Economic modelling
18
International review of economics & finance : IREF
16
Energy economics
15
Journal of econometrics
15
Journal of risk management in financial institutions
15
International journal of forecasting
14
Journal of financial stability
14
Journal of international financial markets, institutions & money
14
Pacific-Basin finance journal
14
Working paper
14
Applied economics
13
Research paper series / Swiss Finance Institute
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
Journal of risk and financial management : JRFM
12
The journal of operational risk
12
Journal of financial econometrics
11
Quantitative finance
11
The European journal of finance
11
The journal of risk model validation
11
The journal of credit risk : published quarterly by Incisive Media
10
Working papers
10
Applied economics letters
9
Journal of economic dynamics & control
9
SFB 649 discussion paper
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CFS working paper series
8
European journal of operational research : EJOR
8
International journal of theoretical and applied finance
8
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ECONIS (ZBW)
28
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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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