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Schaub, Mark
6
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3
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Applied economics letters
Journal of banking & finance
1,103
Finance research letters
854
NBER working paper series
706
Working paper / National Bureau of Economic Research, Inc.
603
International review of financial analysis
527
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489
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331
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330
International journal of theoretical and applied finance
326
Economics letters
323
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309
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306
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305
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305
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297
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287
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245
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229
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ECONIS (ZBW)
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1
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
2
Risk diversification through multiple group membership in microfinance
Lehkar, Ratul
;
Pingali, Viswanath
- In:
Applied economics letters
21
(
2014
)
7/9
,
pp. 622-625
Persistent link: https://www.econbiz.de/10010414764
Saved in:
3
Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin
;
Liu, Jung-Fang
;
Lin, Wei-Yu
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
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4
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
5
Momentum crash, credit risk and optionality effects in bear markets and crisis periods : evidence from the US stock market
Grobys, Klaus
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 387-391
Persistent link: https://www.econbiz.de/10011705358
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6
Credit securitization decisions
Sarmiento, Camilo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 53-56
Persistent link: https://www.econbiz.de/10009412691
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7
Risk amplification effect of asset securitization among financial institutions : evidence from CDO products in the USA
Li, Zhuwei
;
An, Hui
;
Yin, Xiaoting
;
Chi, Lin
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 832-835
Persistent link: https://www.econbiz.de/10010416244
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8
What kinds of credit associations favour introducing new financial technology?
Yamori, Nobuyoshi
;
Tomimura, Kei
;
Harimaya, Kozo
- In:
Applied economics letters
18
(
2011
)
4/6
,
pp. 343-347
Persistent link: https://www.econbiz.de/10009233002
Saved in:
9
Brexit referendum and the UK securitization market
Kara, Alper
;
Karimov, Nodirbek
;
Anh Phuong Nguyen
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1092-1097
Persistent link: https://www.econbiz.de/10012589966
Saved in:
10
Using DEA and financial ratings for credit risk evaluation : an empirical anaylsis
Iazzolino, Gianpaolo
;
Bruni, Maria Elena
;
Beraldi, Patrizia
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1310-1317
Persistent link: https://www.econbiz.de/10010201593
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