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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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Rheinische Friedrich-Wilhelms-Universität Bonn / Zentrum für Europäische Integrationsforschung
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Economic modelling
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1
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Saved in:
2
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Economic modelling
42
(
2014
),
pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
Saved in:
3
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
4
Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
Saved in:
5
Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Mudakkar, Syeda Rabab
;
Uppal, Jamshed Y.
;
Zaman, Khalid
; …
- In:
Economic modelling
35
(
2013
),
pp. 409-417
Persistent link: https://www.econbiz.de/10010259786
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
Saved in:
9
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
Saved in:
10
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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