Narrow search
Showing 1 - 10 of 117
Cover Image
From value at risk to stress testing : the extreme value approach
Longin, François M. - In: Journal of banking & finance 24 (2000) 7, pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876
Cover Image
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Cover Image
Hedging crash risk in optimal portfolio selection
Zhu, Shushang; Zhu, Wei; Pei, Xi; Cui, Xueting - In: Journal of banking & finance 119 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Cover Image
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Cover Image
Industry characteristics and financial risk contagion
Chiu, Wan-chien; Peña Sánchez de Rivera, Juan Ignacio; … - In: Journal of banking & finance 50 (2015), pp. 411-427
Persistent link: https://www.econbiz.de/10010509513
Cover Image
Ambiguity in securitization markets
Anderson, Alyssa Gray - In: Journal of banking & finance 102 (2019), pp. 231-255
Persistent link: https://www.econbiz.de/10012162720
Cover Image
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Cover Image
Liquidity risk in stock returns : an event-study perspective
Cao, Charles Q.; Petrasek, Lubomir - In: Journal of banking & finance 45 (2014), pp. 72-83
Persistent link: https://www.econbiz.de/10010466646
Cover Image
Stability analysis of financial contagion due to overlapping portfolios
Caccioli, Fabio; Shrestha, Munik; Moore, Cristopher; … - In: Journal of banking & finance 46 (2014), pp. 233-245
Persistent link: https://www.econbiz.de/10010467817
Cover Image
Diversification and systemic risk
Raffestin, Louis - In: Journal of banking & finance 46 (2014), pp. 85-106
Persistent link: https://www.econbiz.de/10010467842