//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Measuring systemic risk in the...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Liquidity
5
Theorie
5
Theory
5
Financial crisis
4
Finanzkrise
4
Liquidität
4
USA
4
United States
4
Börsenkurs
3
Estimation
3
Hedge fund
3
Hedgefonds
3
Hedging
3
Schätzung
3
Share price
3
Betriebliche Liquidität
2
CAPM
2
Corporate liquidity
2
Credit risk
2
Derivat
2
Derivative
2
EU countries
2
EU-Staaten
2
Euro area
2
Eurozone
2
Geldpolitik
2
Kreditrisiko
2
Monetary policy
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Systemic risk
2
Systemrisiko
2
Time series analysis
2
Zeitreihenanalyse
2
1988
1
1994-1995
1
Arbitrage
1
Asset liquidation
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Undetermined
7
Author
All
Lo, Andrew W.
15
Getmansky, Mila
8
Pelizzon, Loriana
5
Tookes, Heather
3
Billio, Monica
2
Chen, Yong
2
Choi, Darwin
2
Khandani, Amir E.
2
Liang, Bing
2
MacKinlay, Archie Craig
2
Makarov, Igor
2
Merton, Robert C.
2
Subrahmanyam, Marti G.
2
Zhang, June
2
Bandi, Federico M.
1
Bertsimas, Dimitris
1
Cao, Charles
1
Cao, Charles Q.
1
Chaudhuri, Shomesh E.
1
Choi, Darvin
1
Girardi, Giulio
1
Hanley, Kathleen Weiss
1
Hausman, Jerry A.
1
Kogan, Leonid
1
Mackinlay, A.Craig
1
Nikolova, Stanislava
1
Riedel, Max
1
Simon, Zorka
1
Tamoni, Andrea
1
Tomio, Davide
1
Uno, Jun
1
more ...
less ...
Published in...
All
Journal of financial economics
SAFE working paper
67
SAFE Working Paper
59
Working papers
52
NBER Working Paper
44
NBER working paper series
44
Working paper / National Bureau of Economic Research, Inc.
40
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
33
NBER Working Papers
29
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
27
Journal of investment management : JOIM
20
Working paper / National Bureau of Economic Research, Inc
20
Rodney L. White Center for Financial Research Working Papers
16
The journal of finance : the journal of the American Finance Association
14
Documents de travail du Centre d'Economie de la Sorbonne
13
Journal of econometrics
13
Journal of banking & finance
11
MIT Sloan Research Paper
11
Post-Print / HAL
11
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
11
Journal of Financial Economics
10
The review of financial studies
10
Tinbergen Institute Discussion Paper
10
SAFE white paper
9
Annual review of financial economics
8
Discussion paper / Tinbergen Institute
8
Financial analysts' journal : FAJ
8
SAFE Policy Letter
8
SAFE White Paper
8
SAFE policy letter series
8
Tinbergen Institute Discussion Papers
8
Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT)
8
Journal of Econometrics
7
The journal of portfolio management : a publication of Institutional Investor
7
The quarterly journal of finance
7
Sloan working papers
6
An Elgar Reference Collection
5
Journal of financial markets
5
¬The international library of financial econometrics
5
"Marco Fanno" Working Papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
14
OLC EcoSci
7
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
Saved in:
2
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
3
Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio
;
Hanley, Kathleen Weiss
;
Nikolova, …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012650658
Saved in:
4
Convertible bond arbitrage, liquidity externalities, and stock prices
Choi, Darvin
;
Getmansky, Mila
;
Tookes, Heather
- In:
Journal of financial economics
91
(
2009
)
2
,
pp. 227-251
Persistent link: https://www.econbiz.de/10003817483
Saved in:
5
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-560
Persistent link: https://www.econbiz.de/10009969420
Saved in:
6
Semi-parametric upper bounds for option prices and expected payoffs
Lo, Andrew W.
- In:
Journal of financial economics
2
(
1987
),
pp. 373-387
Persistent link: https://www.econbiz.de/10001036354
Saved in:
7
Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W.
- In:
Journal of financial economics
17
(
1986
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10001015108
Saved in:
8
Systemic risk and the refinancing ratchet effect
Khandani, Amir E.
;
Lo, Andrew W.
;
Merton, Robert C.
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 29-45
Persistent link: https://www.econbiz.de/10009746574
Saved in:
9
Can hedge funds time market liquidity?
Cao, Charles Q.
;
Chen, Yong
;
Liang, Bing
;
Lo, Andrew W.
- In:
Journal of financial economics
109
(
2013
)
2
,
pp. 493-516
Persistent link: https://www.econbiz.de/10009784174
Saved in:
10
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->