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Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van; Chen Zhou - In: Journal of financial econometrics 17 (2019) 3, pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
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Idiosyncratic volatility and equity returns : UK evidence
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: International review of financial analysis 17 (2008) 3, pp. 539-556
Persistent link: https://www.econbiz.de/10003764468
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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
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Reinsurance decisions in life insurance : an empirical test of the risk-return criterion
Veprauskaite, Elena; Sherris, Michael - In: International review of financial analysis 35 (2014), pp. 128-139
Persistent link: https://www.econbiz.de/10010529617
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Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan; Paul, Samit - In: International review of financial analysis 44 (2016), pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
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Reviewing the hedge funds literature II : hedge funds' returns and risk management characteristics
El Kalak, Izidin; Azevedo, Alcino; Hudson, Robert - In: International review of financial analysis 48 (2016), pp. 55-66
Persistent link: https://www.econbiz.de/10011624396
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Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Tsuji, Chikashi - In: International review of financial analysis 70 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012318292
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Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze; Gao, Xiangyun; Huang, Shupei; Sun, Qingru; … - In: International review of financial analysis 84 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
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Climate reputation risk and abnormal returns in the stock markets : a focus on large emitters
Guastella, Gianni; Mazzarano, Matteo; Pareglio, Stefano; … - In: International review of financial analysis 84 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013472811
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Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef; Nevrla, Matĕj - In: Journal of financial econometrics 21 (2023) 5, pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704