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Managing extreme risk in some major stock markets : an extreme value approach

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Cyber risk surveillance : a case study of Singapore

Goh, Joseph; Kang, Heedon; Koh, Zhi Xing; Lim, Jin Way; … - 2020

Cyber risk is an emerging source of systemic risk in the financial sector, and possibly a macro-critical risk too. It … approaches to assess and monitor cyber risk to the financial sector, including various approaches to stress testing. The paper …

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How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model

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Systemic-systematic risk in financial system : a dynamic ranking based on expectiles

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Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model

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Interconnectedness and contagion analysis : a practical framework

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The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of …

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Do financial stress and policy uncertainty have an impact on the energy and metals markets? : a quantile regression approach

Reboredo, Juan Carlos; Uddin, Mohammed Gazi Salah - In: International review of economics & finance : IREF 43 (2016), pp. 284-298

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Trade of goods and services and risk sharing ability in international equity markets : are these substitutes or complements?

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Uncertainty and unemployment : the effects of aggregate and sectoral channels

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