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~isPartOf:"Staff working papers / Bank of England"
~person:"Lloyd, Simon"
~person:"Raja, Charumathi"
~person:"Stoja, Evarist"
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Measuring Capital at Risk in the UK banking sector: a microstructural network approach
Covi, Giovanni
;
Brookes, James
;
Raja, Charumathi
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2022
Persistent link: https://www.econbiz.de/10013286826
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2
Tail risk interdependence
Polanski, Arnold
;
Stoja, Evarist
;
Chiu, Ching Wai Jeremy
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2019
Persistent link: https://www.econbiz.de/10012202260
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3
Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-Risk
Lloyd, Simon
;
Manuel, Ed
;
Panchev, Konstantin
-
2021
Persistent link: https://www.econbiz.de/10012795156
Saved in:
4
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
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2017
Persistent link: https://www.econbiz.de/10011669462
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5
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
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2016
Persistent link: https://www.econbiz.de/10011480647
Saved in:
6
Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
-
2016
Persistent link: https://www.econbiz.de/10011581609
Saved in:
7
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
Saved in:
8
Extreme risk interdependence
Polanski, Arnold
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402815
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