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~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
36
Risk measure
36
Portfolio selection
17
Portfolio-Management
17
Capital income
12
ARCH model
11
ARCH-Modell
11
Estimation
10
Risk management
10
Schätzung
10
Risikomanagement
9
Systemic risk
7
Virtual currency
7
Virtuelle Währung
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Aktienmarkt
6
Risiko
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Risk
6
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6
Börsenkurs
5
CoVaR
5
Correlation
5
Financial crisis
5
Finanzkrise
5
Hedging
5
Korrelation
5
Share price
5
Statistical distribution
5
Statistische Verteilung
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Time series analysis
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Zeitreihenanalyse
5
Bank
4
Bank risk
4
Bankrisiko
4
Financial sector
4
Finanzsektor
4
Forecasting model
4
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17
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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
Bekiros, Stelios
1
Boukef Jlassi, Nabila
1
Caliskan, Hande
1
Cevik, Emrah I.
1
Chan, Stephen
1
Chevallier, Julien
1
Chiang, Thomas C.
1
Choi, Sun-Yong
1
Chu, Jeffrey
1
Degiannakis, Stavros
1
Derbali, Abdelkader
1
Dibooglu, Sel
1
Echaust, Krzysztof
1
Floros, Christos
1
Hallara, Slaheddine
1
Hendawi, Raed
1
Huang, Yilong
1
Jabeur, Sami Ben
1
Jacobs, Michael <Jr.>
1
Jeribi, Ahmed
1
Just, Małgorzata
1
Karagozoglu, Ahmet K.
1
Khan, Mohammad Azeem
1
Khiari, Wided
1
Kirci C̦evik, Nüket
1
Lahiani, Amine
1
Mefteh-Wali, Salma
1
Nachnouchi, Jamila
1
Nadarajah, Saralees
1
Naifar, Nader
1
Rice, John
1
Tan, Zhengxun
1
Tiwari, Shiv Ratan
1
Trabelsi, Nader
1
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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 empirical finance
11
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)
17
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
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