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1
Systemically important financial institutions in
China
: from view of tail
risk
spillover network
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
; …
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Saved in:
2
Is idiosyncratic tail
risk
priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
3
Period value at
risk
and its
estimation
by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
4
Does economic policy uncertainty exacerbate corporate financialization? : evidence from
China
Cheng, Zhuo
;
Tajul Ariffin Masron
- In:
Applied economics letters
31
(
2024
)
11
,
pp. 1028-1036
Persistent link: https://www.econbiz.de/10014557985
Saved in:
5
Histogram-valued data on value at
risk
measures : a symbolic approach for
risk
attribution
Toque, Carole
;
Terraza, Virginie
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
Saved in:
6
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
7
Are systemic
risk
measures effective? : Evidence from macroeconomic downside
risk
prediction
Jian, Zhihong
;
Lu, Haisong
;
Zhu, Zhican
- In:
Applied economics letters
31
(
2024
)
18
,
pp. 1820-1827
Persistent link: https://www.econbiz.de/10015084409
Saved in:
8
International spillover of economic policy uncertainty and its transmission channels : a spatial econometrics method
Huang, Wei-Qiang
;
Li, Xia
- In:
Applied economics letters
31
(
2024
)
9
,
pp. 868-873
Persistent link: https://www.econbiz.de/10014557899
Saved in:
9
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
10
Spillovers of macroeconomic uncertainty among major economies
Yin, Libo
;
Han, Liyan
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 938-944
Persistent link: https://www.econbiz.de/10010418311
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