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Global downside risk and equity returns
Atilgan, Yigit; Bali, Turan G.; Demirtas, K. Ozgur; … - In: Journal of international money and finance 98 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
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Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold; Stoja, Evarist - In: Journal of international money and finance 44 (2014), pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
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Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis
Straetmans, Stefan; Chaudhry, Sajid M. - In: Journal of international money and finance 58 (2015), pp. 191-223
Persistent link: https://www.econbiz.de/10011478260
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An unconventional FX tail risk story
Cañón, Carlos Iván; Gerba, Eddie; Pambira, Alberto; … - In: Journal of international money and finance 148 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10015076252
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The tail risk premia of the carry trades
Dupuy, Philippe - In: Journal of international money and finance 59 (2015), pp. 123-145
Persistent link: https://www.econbiz.de/10011478289
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International tail risk and world fear
Hollstein, Fabian; Nguyen, Duc Binh Benno; Prokopczuk, … - In: Journal of international money and finance 93 (2019), pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
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Uncertainty and cross-border banking flows
Choi, Sangyup; Furceri, Davide - In: Journal of international money and finance 93 (2019), pp. 260-274
Persistent link: https://www.econbiz.de/10012138646
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Emerging markets and portfolio foreign exchange risk : an empirical investigation using a value-at-risk decomposition technique
Sirr, Gordon; Garvey, John; Gallagher, Liam - In: Journal of international money and finance 30 (2011) 8, pp. 1749-1772
Persistent link: https://www.econbiz.de/10009529252
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Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
Liu, Tengdong; Hammoudeh, Shawkat; Santos, Paulo Araújo - In: Journal of international money and finance 44 (2014), pp. 47-68
Persistent link: https://www.econbiz.de/10010391088
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Systemic risk in European sovereign debt markets : a CoVaR-copula approach
Reboredo, Juan Carlos; Ugolini, Andrea - In: Journal of international money and finance 51 (2015), pp. 214-244
Persistent link: https://www.econbiz.de/10011475258