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Geographic diversification in banking
Fang, Yiwei; Lelyveld, Iman van - In: Journal of financial stability 15 (2014), pp. 172-181
Persistent link: https://www.econbiz.de/10011306462
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What influences banks' choice of credit risk management practices? : theory and evidence
Bülbül, Dilek; Hakenes, Hendrik; Lambert, Claudia - In: Journal of financial stability 40 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012259714
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Credit risk interconnectedness : What does the market really know?
Abbassi, Puriya; Brownlees, Christian; Hans, Christina; … - In: Journal of financial stability 29 (2017), pp. 1-12
Persistent link: https://www.econbiz.de/10011825576
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The impact of expanded bank powers on loan portfolio decisions
Torna, Gökhan - In: Journal of financial stability 38 (2018), pp. 1-17
Persistent link: https://www.econbiz.de/10012159609
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It takes more than two to tango : multiple bank lending, asset commonality and risk
Kosenko, Konstantin; Michelson, Noam - In: Journal of financial stability 61 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013461001
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Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
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Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10009708114
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Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
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Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.; Su, Jung-bin - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
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Measuring potential market risk
Bask, Mikael - In: Journal of financial stability 6 (2010) 3, pp. 180-186
Persistent link: https://www.econbiz.de/10009271808