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~isPartOf:"International review of financial analysis"
~subject:"Risk management"
~type_genre:"Aufsatz in Zeitschrift"
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Risk management
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Ahelegbey, Daniel Felix
1
Ben Ameur, Hachmi
1
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Brio, Esther B. del
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Byström, Hans N. E.
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International review of financial analysis
Insurance / Mathematics & economics
93
Risks : open access journal
53
Journal of banking & finance
52
Journal of risk
40
European journal of operational research : EJOR
39
Finance research letters
29
Economic modelling
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Energy economics
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The journal of operational risk
27
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of risk model validation
23
Journal of risk management in financial institutions
20
Quantitative finance
19
International review of economics & finance : IREF
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International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
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International journal of forecasting
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The European journal of finance
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Journal of econometrics
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Journal of empirical finance
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International journal of risk assessment and management : IJRAM
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Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of mathematical finance
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Pacific-Basin finance journal
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Research in international business and finance
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Scandinavian actuarial journal
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The journal of credit risk : published quarterly by Incisive Media
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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International journal of production research
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
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