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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M. - In: Economic modelling 50 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
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Stress-testing for portfolios of commodity futures
Paraschiv, Florentina; Mudry, Pierre-Antoine; Andrieş, … - In: Economic modelling 50 (2015), pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
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A portfolio-invariant capital allocation scheme penalizing concentration risk
Kao, Lie-Jane - In: Economic modelling 51 (2015), pp. 560-570
Persistent link: https://www.econbiz.de/10011476155
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Special section: Rethinking risks in international financial markets : modeling tools and applications
Nguyen, Duc Khuong (contributor) - In: Economic modelling 40 (2014), pp. 367-422
Persistent link: https://www.econbiz.de/10010425598
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Exchange rate risk management : what can we learn from financial crises?
Lan, Lihuei; Chen, Chang-Chih; Chuang, Shuangshii - In: Economic modelling 45 (2015), pp. 187-192
Persistent link: https://www.econbiz.de/10011334127
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Tail risk under price limits
Oh, Sekyung; Kee, Hyukdo; Park, Kinam - In: Economic modelling 77 (2019), pp. 113-123
Persistent link: https://www.econbiz.de/10012198437
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Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models
Peng, Wei; Zeng, Yufeng - In: Economic modelling 80 (2019), pp. 392-399
Persistent link: https://www.econbiz.de/10012200766
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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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Adverse risk interaction : an integrated approach
Božović, Miloš; Ivanović, Jelena - In: Economic modelling 65 (2017), pp. 67-74
Persistent link: https://www.econbiz.de/10011813551