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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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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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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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Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks
Xiang, Youtao; Borjigin, Sumuya - In: International review of economics & finance : IREF 88 (2023), pp. 1337-1374
Persistent link: https://www.econbiz.de/10014475128
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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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Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun; Zhang, Yuchen; Tian, Mengqiao; Chao, Youcong - In: International review of economics & finance : IREF 85 (2023), pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
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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 in international stock markets : role of the oil market
Yin, Libo; Feng, Jiabao; Han, Liyan - In: International review of economics & finance : IREF 71 (2021), pp. 592-619
Persistent link: https://www.econbiz.de/10012627999