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Measurement
43
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43
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21
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21
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Brandtner, Mario
2
Breuer, Thomas
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Csóka, Péter
2
Herings, Peter Jean-Jacques
2
Rosazza Gianin, Emanuela
2
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1
Altman, Edward I.
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1
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Berger, Allen N.
1
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Brigo, Damiano
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Cakici, Nusret
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Journal of banking & finance
NBER working paper series
375
Working paper / National Bureau of Economic Research, Inc.
326
NBER Working Paper
289
Discussion paper series / IZA
168
OECD Environment Statistics
141
Insurance / Mathematics & economics
124
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114
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111
ILO Working Papers
97
Working paper
92
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87
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85
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83
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79
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77
Economics letters
76
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76
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73
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71
Working paper series
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International journal of selection and assessment
70
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68
Discussion paper / Tinbergen Institute
68
Working paper / World Institute for Development Economics Research
68
The review of income and wealth : journal of the International Association for Research in Income and Wealth
65
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
65
Applied economics letters
61
Discussion paper
60
The American economic review
54
Social Indicators Research
53
CEPAL review
52
Europäische Hochschulschriften / 5
47
IZA Discussion Papers
47
Social choice and welfare
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IMF working papers
41
Technological forecasting & social change : an international journal
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ECONIS (ZBW)
43
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1
Inside the black box : what explains differences in the efficiencies of financial institutions?
Berger, Allen N.
- In:
Journal of banking & finance
21
(
1997
)
7
,
pp. 895-947
Persistent link: https://www.econbiz.de/10001226792
Saved in:
2
On measuring credit risks of derivative instruments
Duffee, Greg
- In:
Journal of banking & finance
20
(
1996
)
5
,
pp. 805-833
Persistent link: https://www.econbiz.de/10001203315
Saved in:
3
Credit risk
measurement
: developments over the last 20 years
Altman, Edward I.
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1721-1742
Persistent link: https://www.econbiz.de/10001236722
Saved in:
4
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
5
Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Journal of banking & finance
58
(
2015
),
pp. 268-280
Persistent link: https://www.econbiz.de/10011544006
Saved in:
6
How useful is the Marginal Expected Shortfall for the
measurement
of systemic exposure? : a practical assessment
Idier, Julien
;
Lamé, Gildas
;
Mésonnier, Jean-Stéphane
- In:
Journal of banking & finance
47
(
2014
),
pp. 134-146
Persistent link: https://www.econbiz.de/10010506498
Saved in:
7
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
8
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
9
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
Saved in:
10
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
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