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Measuring systemic risk using vine-copula
Pourkhanali, Armin; Kim, Jong-Min; Tafakori, Laleh; … - In: Economic modelling 53 (2016), pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
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Measuring and explaining firm-level exchange rate exposure : the role of foreign market destinations and international trade
Van Cauwenberge, Annelies; Vancauteren, Mark; Braekers, Roel - In: Economic modelling 105 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013367199
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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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Operational risk of option hedging
Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203
Persistent link: https://www.econbiz.de/10010191991