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~isPartOf:"Research in international business and finance"
~isPartOf:"The European journal of finance"
~subject:"Basel Accord"
~subject:"Kapitaleinkommen"
~subject:"Systemrisiko"
~subject:"Value-at-Risk"
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Search: subject:"Expected Shortfall"
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Basel Accord
Kapitaleinkommen
Systemrisiko
Value-at-Risk
Risikomaß
74
Risk measure
74
Portfolio selection
36
Portfolio-Management
36
Theorie
26
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value-at-risk
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Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
Grundke, Peter
2
McMillan, David G.
2
Nomikos, Nikos K.
2
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1
Aboura, Sofiane
1
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1
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1
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1
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1
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1
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1
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Research in international business and finance
The European journal of finance
Journal of banking & finance
57
Insurance / Mathematics & economics
48
Finance research letters
41
International review of financial analysis
38
Discussion paper / Tinbergen Institute
33
The North American journal of economics and finance : a journal of financial economics studies
33
Risks : open access journal
27
Journal of risk
26
Economic modelling
25
Econometric Institute research papers
21
International journal of forecasting
20
International review of economics & finance : IREF
19
Energy economics
18
Journal of econometrics
17
Journal of risk management in financial institutions
16
Journal of international financial markets, institutions & money
15
Journal of risk and financial management : JRFM
15
Pacific-Basin finance journal
15
Quantitative finance
15
Applied economics
14
European journal of operational research : EJOR
14
Journal of financial stability
14
Research paper series / Swiss Finance Institute
14
Working paper
14
Journal of empirical finance
13
The journal of operational risk
13
The journal of risk model validation
13
Journal of financial econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
Working papers
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Applied economics letters
10
CFS working paper series
10
International journal of theoretical and applied finance
10
Journal of economic dynamics & control
10
Journal of mathematical finance
10
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
35
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1
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
2
Assessing systemic risk spillovers from FinTech to China's financial system
Tian, Maoxi
;
El Khoury, Rim
;
Nasrallah, Nohade
; …
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 803–826
Persistent link: https://www.econbiz.de/10014547999
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Semi-nonparametric risk assessment with cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Research in international business and finance
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013410827
Saved in:
10
Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
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