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~person:"Vasileiou, Evangelos"
~subject:"Bank risk"
~subject:"Financial services"
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Vasileiou, Evangelos
Broll, Udo
9
McAleer, Michael
9
Wahl, Jack E.
8
Li, Jianping
7
Daníelsson, Jón
6
Diebold, Francis X.
6
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Review of Economic Analysis : REA
2
European journal of economics and economic policies : intervention ; EJEEP
1
The journal of prediction markets
1
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1
Value
at
risk
, legislative framework, crises, and procyclicality : what goes wrong?
Vasileiou, Evangelos
;
Samitas, Aristeidis
- In:
Review of Economic Analysis : REA
12
(
2020
)
3
,
pp. 345-369
companies to invest in advanced models for more representative
Value
at
Risk
(VaR) estimations, and for this reason, in many …
Persistent link: https://www.econbiz.de/10012406119
Saved in:
2
Value
at
risk
, legislative framework, crises, and procyclicality : what goes wrong?
Vasileiou, Evangelos
;
Samitas, Aristeidis
- In:
Review of Economic Analysis : REA
12
(
2020
)
2
,
pp. 1-28
companies to invest in advanced models for more representative
Value
at
Risk
(VaR) estimations, and for this reason, in many …
Persistent link: https://www.econbiz.de/10012269223
Saved in:
3
Does the
value-at-risk
legal framework lead to inaccurate and procyclical risk estimations? : empirical evidence from the eu countries
Vasileiou, Evangelos
;
Theodoros, Syriopoulos
; …
- In:
The journal of prediction markets
16
(
2022
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10014289727
Saved in:
4
What do the
value-at-risk
measure and the respective legislative framework really offer to financial stability? : critical views and pro-cyclicality
Vasileiou, Evangelos
;
Pantos, Themistoclis
- In:
European journal of economics and economic policies : …
17
(
2020
)
1
,
pp. 39-60
Persistent link: https://www.econbiz.de/10012258050
Saved in:
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