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When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin; Chi, Xie; Wen, Danyan; Zhao, Longfeng - In: Finance research letters 31 (2019), pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
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Do financial volatilities mitigate the risk of cryptocurrency indexes?
Naeem, Muhammad Abubakr; Lucey, Brian M.; Sitara Karim; … - In: Finance research letters 50 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014239936
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Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo; Kim, Saejoon - In: Finance research letters 46 (2022) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
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Integrating ESG risks into value-at-risk
Capelli, Paolo; Ielasi, Federica; Russo, Angeloantonio - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473247
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Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong; Zhu, You; Wang, Gang-Jin; Chi, Xie; Wang, … - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
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The Russia-Ukraine conflict and volatility risk of commodity markets
Fang, Yi; Shao, Zhiquan - In: Finance research letters 50 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10014245127
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Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu; Liu, Zezhong; Wang, Chunfeng; Palma, Alessia; … - In: Finance research letters 63 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
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Measuring ESG risks in multi-asset portfolios : decomposing VaRESG into CVaRESG
Capelli, Paolo; Ielasi, Federica; Russo, Angeloantonio - In: Finance research letters 66 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015061195
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The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises
Liu, Liping; Xu, Jietian; Li, Jixin - In: Finance research letters 64 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014531740
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Impact of higher federal funds rates on bank risk during higher inflation in the U.S.
Koch, Jascha-Alexander; Islam, Mohammad Saiful - In: Finance research letters 60 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014490202