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Determinants of bank profitability before and during the crisis : evidence from Switzerland
Dietrich, Andreas; Wanzenried, Gabrielle - In: Journal of international financial markets, … 21 (2011) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10009266923
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Diversification evidence from international equity markets using extreme values and stochastic copulas
Bhatti, Muhammad Ishaq; Nguyen, Cuong - In: Journal of international financial markets, … 22 (2012) 3, pp. 622-646
Persistent link: https://www.econbiz.de/10009623538
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Modeling the distribution of extreme returns in the Chinese stock market
Hussain, Saiful Izzuan; Li, Steven - In: Journal of international financial markets, … 34 (2015), pp. 263-276
Persistent link: https://www.econbiz.de/10011474577
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Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
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Using expected shortfall for credit risk regulation
Osmundsen, Kjartan Kloster - In: Journal of international financial markets, … 57 (2018), pp. 80-93
Persistent link: https://www.econbiz.de/10012127600
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Systematic extreme downside risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - In: Journal of international financial markets, … 61 (2019), pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
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Stock options and credit default swaps in risk management
Al-Own, Bassam; Minhat, Marizah; Gao, Simon S. - In: Journal of international financial markets, … 53 (2018), pp. 200-214
Persistent link: https://www.econbiz.de/10011983854
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Forecasting international financial stress : the role of climate risks
Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - In: Journal of international financial markets, … 92 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
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Does systematic tail risk matter?
Stoja, Evarist; Polanski, Arnold; Linh Hoang Nguyen; … - In: Journal of international financial markets, … 82 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014245969