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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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Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets
Kavussanos, Manolis G.; Dimitrakopoulos, Dimitris N. - In: International review of financial analysis 20 (2011) 5, pp. 258-268
Persistent link: https://www.econbiz.de/10009492114
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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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Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
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Risk prediction management and weak form market efficiency in Eurozone financial crisis
Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: International review of financial analysis 30 (2013), pp. 384-393
Persistent link: https://www.econbiz.de/10010461544
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Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
Byström, Hans N. E. - In: International review of financial analysis 13 (2004) 2, pp. 133-152
Persistent link: https://www.econbiz.de/10002125869
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Risk management under extreme events
Fernández, Viviana - In: International review of financial analysis 14 (2005) 2, pp. 113-148
Persistent link: https://www.econbiz.de/10002738142
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Derivative activities and the risk of international banks : a market index and VaR approach
Reichert, Alan K.; Shyu, Yih-wen - In: International review of financial analysis 12 (2003) 5, pp. 489-511
Persistent link: https://www.econbiz.de/10001797469
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Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803601