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Risk Sharing in an Asymmetric...
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1
Score-driven Markov-switching EGARCH models : an application to systematic
risk
analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
2
A new test procedure for the choice of dependence structure in
risk
measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
3
A gradient boosting approach to estimating tail
risk
interconnectedness
Long, Yunshen
;
Zeng, LinQing
;
Wang, Jing
;
Long, Xingchen
; …
- In:
Applied economics
54
(
2022
)
8
,
pp. 862-879
Persistent link: https://www.econbiz.de/10012874756
Saved in:
4
Risk
sharing in Europe : new empirical evidence on the capital markets channel
Dufrénot, Gilles
;
Gossé, Jean-Baptiste
;
Clerc, Caroline
- In:
Applied economics
53
(
2021
)
2
,
pp. 262-276
Persistent link: https://www.econbiz.de/10012416039
Saved in:
5
Can cryptocurrencies be a safe haven : a tail
risk
perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
6
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
Saved in:
7
Risk
management, housing and stockholding
Arrondel, Luc
;
Savignac, Frédérique
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4208-4227
Persistent link: https://www.econbiz.de/10011294625
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8
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
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9
Design and rating of
risk
-contingent credit for balancing business and financial risks for Kenyan farmers
Shee, Apurba
;
Turvey, Calum Greig
;
You, Liangzhi
- In:
Applied economics
51
(
2019
)
50
,
pp. 5447-5465
Persistent link: https://www.econbiz.de/10012197243
Saved in:
10
Risk
sharing role of foreign aid in developing countries
Balli, Faruk
;
Pierucci, Eleonora
;
Fu, Frank
- In:
Applied economics
51
(
2019
)
53
,
pp. 5753-5766
Persistent link: https://www.econbiz.de/10012197276
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