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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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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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How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong; Li, Min-Jian; Xu, Xin - In: International review of economics & finance : IREF 88 (2023), pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
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Regional consumption dynamics and risk sharing in Italy
Cavaliere, Giuseppe; Fanelli, Luca; Gardini, Attilio - In: International review of economics & finance : IREF 15 (2006) 4, pp. 525-542
Persistent link: https://www.econbiz.de/10003392512
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Firm age, idiosyncratic risk, and long-run SEO underperformance
Huang, Chia Wei; Ho, Po-Hsin; Lin, Chih-Yung; Yen, Ju-Fang - In: International review of economics & finance : IREF 34 (2014), pp. 246-266
Persistent link: https://www.econbiz.de/10010533151
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Country-specific idiosyncratic risk and global equity index returns
Hueng, C. James; Yau, Ruey - In: International review of economics & finance : IREF 25 (2013), pp. 326-337
Persistent link: https://www.econbiz.de/10009693293
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Are we overestimating REIT idiosyncratic risk? : analysis of pricing effects and persistence
Abugri, Benjamin Adam; Dutta, Sandip - In: International review of economics & finance : IREF 29 (2014), pp. 249-259
Persistent link: https://www.econbiz.de/10010431425
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Uncertainty and the comparative dynamics of stock price
Barney, L. Dwayne - In: International review of economics & finance : IREF 6 (1997) 4, pp. 405-419
Persistent link: https://www.econbiz.de/10001235519