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Causes of banking crises revisited
Klomp, Jeroen - In: The North American journal of economics and finance : a … 21 (2010) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10003994118
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How does financial globalization affect risk sharing? : Patterns and channels
Kose, M. Ayhan (contributor); Prasad, Eswar S. (contributor) - 2007
In theory, one of the main benefits of financial globalization is that it should allow for more efficient international risk sharing. In this paper, we provide a comprehensive empirical evaluation of the patterns of risk sharing among different groups of countries and examine how international...
Persistent link: https://www.econbiz.de/10003586563
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Expected risk and excess returns predictability in emerging bond markets
Lin, Chih-ling; Wang, Ming-chieh; Gau, Yin-feng - In: Applied economics 39 (2007) 10/12, pp. 1511-1529
Persistent link: https://www.econbiz.de/10003511936
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A quantile framework for analysing the links between inflation uncertainty and inflation dynamics across countries
Yeh, Chih-chuan; Wang, Kuan-min; Suen, Yu-bo - In: Applied economics 43 (2011) 19/21, pp. 2593-2602
Persistent link: https://www.econbiz.de/10009379682
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Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.; Schroeder, Ted C. - In: Applied economics 43 (2011) 10/12, pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
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The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya; Borges, Maria Rosa - In: Applied economics 48 (2016) 10/12, pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
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Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
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Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.; Satchell, Stephen; Spence, P. J. - In: Applied economics 47 (2015) 43/45, pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
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Stress testing correlation matrices for risk management
So, Mike Ka-pui; Wong, Jerry; Asai, Manabu - In: The North American journal of economics and finance : a … 26 (2013), pp. 310-322
Persistent link: https://www.econbiz.de/10010365763