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~person:"Aloui, Chaker"
~person:"Kaserer, Christoph"
~subject:"Aktienmarkt"
~subject:"Contagion effect"
~subject:"Deutschland"
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Search: subject:"Expected Shortfall"
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Aktienmarkt
Contagion effect
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16
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6
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4
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Market liquidity
4
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expected shortfall
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Aloui, Chaker
Kaserer, Christoph
Hammoudeh, Shawkat
11
Mensi, Walid
9
Härdle, Wolfgang
8
Kang, Sang Hoon
8
Demirtas, K. Ozgur
6
Bali, Turan G.
5
Chiang, Thomas C.
5
Herrera, Rodrigo
5
Prinzler, Ralf
5
Shahzad, Syed Jawad Hussain
5
Tiwari, Aviral Kumar
5
Yoon, Seong-min
5
Allen, David E.
4
Giot, Pierre
4
Ji, Qiang
4
Locarek-Junge, Hermann
4
McMillan, David G.
4
Mittnik, Stefan
4
Singh, Abhay Kumar
4
Stahl, Gerhard
4
Straßberger, Mario
4
Tian, Maoxi
4
Al Janabi, Mazin A. M.
3
Albrecht, Peter
3
Angelidis, Timotheos
3
Assaf, Ata
3
Chi, Xie
3
Floros, Christos
3
Fong, Tom
3
Gupta, Rangan
3
Harris, Richard D. F.
3
Karmakar, Madhusudan
3
Kouretas, Georgios P.
3
Laurent, Sébastien
3
Li, Handong
3
Li, Xiaoming
3
Liu, Bing-Yue
3
Long, Huaigang
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Afro-Asian Journal of Finance and Accounting : AAJFA
1
Betriebswirtschaftliche Forschung und Praxis : BFuP
1
Economic modelling
1
International journal of financial services management : IJFSM
1
International review of finance
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ECONIS (ZBW)
8
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1
Volatility forecasting and risk management in some MENA stock markets : a nonlinear framework
Aloui, Chaker
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
5
(
2015
)
2
,
pp. 160-192
Persistent link: https://www.econbiz.de/10011529632
Saved in:
2
Systemic Risk, systemic importance and banking sector risk contagion dependencies
Lahmann, Wolfgang
-
2012
Persistent link: https://www.econbiz.de/10009670510
Saved in:
3
Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011474461
Saved in:
4
Co-movements of GCC emerging stock markets : new evidence from wavelet coherence analysis
Aloui, Chaker
;
Hkiri, Besma
- In:
Economic modelling
36
(
2014
),
pp. 421-431
Persistent link: https://www.econbiz.de/10010415824
Saved in:
5
Risikofaktoren und Multifaktorenmodelle für den deutschen Aktienmarkt
Hanauer, Matthias
;
Kaserer, Christoph
;
Rapp, Marc Steffen
- In:
Betriebswirtschaftliche Forschung und Praxis : BFuP
65
(
2013
)
5
,
pp. 469-492
Persistent link: https://www.econbiz.de/10010194554
Saved in:
6
Accounting for nonnormality in liquidity risk
Ernst, Cornelia
;
Stange, Sebastian
;
Kaserer, Christoph
- In:
Journal of risk
14
(
2011/12
)
3
,
pp. 3-21
Persistent link: https://www.econbiz.de/10009531011
Saved in:
7
The impact of liquidity risk : a fresh look
Stange, Sebastian
;
Kaserer, Christoph
- In:
International review of finance
11
(
2011
)
3
,
pp. 269-301
Persistent link: https://www.econbiz.de/10009349172
Saved in:
8
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market
Mabrouk, Samir
;
Aloui, Chaker
- In:
International journal of financial services management …
4
(
2009/10
)
2
,
pp. 77-94
Persistent link: https://www.econbiz.de/10003970975
Saved in:
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