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~person:"Kang, Sang Hoon"
~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
Deutschland
Risikomaß
21
Risk measure
21
Stock market
10
Portfolio selection
9
Portfolio-Management
9
Volatility
6
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Kang, Sang Hoon
Kaserer, Christoph
Hammoudeh, Shawkat
11
Mensi, Walid
9
Härdle, Wolfgang
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
Aloui, Chaker
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
3
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International review of economics & finance : IREF
2
Betriebswirtschaftliche Forschung und Praxis : BFuP
1
Economic modelling
1
Finance research letters
1
International review of finance
1
Journal of risk
1
Pacific-Basin finance journal
1
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1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
12
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1
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
2
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
3
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
4
Systemic Risk, systemic importance and banking sector risk contagion dependencies
Lahmann, Wolfgang
-
2012
Persistent link: https://www.econbiz.de/10009670510
Saved in:
5
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
6
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
7
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
8
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
9
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:
10
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:
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