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Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan; Shukla, Girja K. - In: International review of economics & finance : IREF 35 (2015), pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
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Systemic-systematic risk in financial system : a dynamic ranking based on expectiles
Garcia-Jorcano, Laura; Sanchis-Marco, Lidia - In: International review of economics & finance : IREF 75 (2021), pp. 330-365
Persistent link: https://www.econbiz.de/10012692497
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Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia; Li, Yuqian; Xu, Qifa; Liu, Yezheng - In: International review of economics & finance : IREF 75 (2021), pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
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Risk dependence between energy corporations : a text-based measurement approach
Li, Jingyu; Li, Jianping; Zhu, Xiaoqian - In: International review of economics & finance : IREF 68 (2020), pp. 33-46
Persistent link: https://www.econbiz.de/10012486292
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Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry
Chang, Carolyn C. W.; Li, Xiaodan; Lin, Edward M. H.; … - In: International review of economics & finance : IREF 55 (2018), pp. 273-284
Persistent link: https://www.econbiz.de/10012033479
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Multi-moment risk, hedging strategies, & the business cycle
Racicot, François-Éric; Théoret, Raymond - In: International review of economics & finance : IREF 58 (2018), pp. 637-675
Persistent link: https://www.econbiz.de/10012034253
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Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali; Urga, Giovanni; Yao, Wenying - In: International review of economics & finance : IREF 62 (2019), pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
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Hedging the climate change risks of China's brown assets : green assets or precious metals?
Li, Jianfeng; Yao, Xiaoyang; Wang, Hui; Le, Wei - In: International review of economics & finance : IREF 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014583605
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Global uncertainty and the spillover of tail risk between green and Islamic markets : a time-frequency domain approach with portfolio implications
Syed Mabruk Billah; Alam, Md Rafayet; Mohammad Enamul Hoque - In: International review of economics & finance : IREF 92 (2024), pp. 1416-1433
Persistent link: https://www.econbiz.de/10014535109
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Risk measure index tracking model
Sant'Anna, Leonardo Riegel; Righi, Marcelo Brutti; … - In: International review of economics & finance : IREF 80 (2022), pp. 361-383
Persistent link: https://www.econbiz.de/10013342032