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Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula
Lee, Yong Woong; Yang, Kisung - In: International review of financial analysis 66 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
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The reputational effects of analysts' stock recommendations and credit ratings : evidence from operational risk announcements in the financial industry
Barakat, Ahmed; Ashby, Simon; Fenn, Paul T. - In: International review of financial analysis 55 (2018), pp. 1-22
Persistent link: https://www.econbiz.de/10012005157
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Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Pho, Kim-Hung; Ly, Sel; Lu, Richard; Hoang, Thi Hong Van; … - In: International review of financial analysis 74 (2021), pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
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Re-examination of international bond market dependence : evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins; Addo, Emmanuel; … - In: International review of financial analysis 74 (2021), pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
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Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
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Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
Yang, Lu; Yang, Lei; Hamori, Shigeyuki - In: International review of financial analysis 59 (2018), pp. 19-34
Persistent link: https://www.econbiz.de/10012006896
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A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai; Lee, Chien-chiang - In: International review of financial analysis 84 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
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We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.; Power, Gabriel J. - In: International review of financial analysis 81 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
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Factor investing and currency portfolio management
Li, Danyang; Zhang, Zhekai; Cerrato, Mario - In: International review of financial analysis 87 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014460489
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The risk relevance of international financial reporting standards : evidence from Greek banks
Papadamou, Stephanos; Tzivinikos, Trifon - In: International review of financial analysis 27 (2013), pp. 43-54
Persistent link: https://www.econbiz.de/10009736949