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On the performance of the comonotonicity approach for pricing Asian options in some benchmark models from equities and commodities
Chen, Jilong; Ewald, Christian - In: Review of Pacific Basin financial markets and policies 20 (2017) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011697161
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Restructuring measurements impact on bank risk after the global financial crisis : empirical evidence from Vietnam
Tran, Tu T. T.; Yen Thi Nguyen - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150019-1-2150019-28
Persistent link: https://www.econbiz.de/10012657780
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Maximum drawdown and risk tolerances
Tavakoli Baghdadabad, Mohammad Reza - In: Review of Pacific Basin financial markets and policies 18 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011286060
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Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry
Zhu, Xiaoqian; Li, Jianping; Wu, Dengsheng - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950007-1-1950007-15
Persistent link: https://www.econbiz.de/10012156150
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Participating contingent premium options
Rajae, Aboulaich; Amina, Dchieche - In: Review of Pacific Basin financial markets and policies 20 (2017) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011697145
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Impact of rollover risk and corporate policy on extreme risk in the Taiwanese manufacturing industry
Chiu, Wan-Chien; Wang, Chih-Wei; Wu, Wei-Ning; Lin, Chuan-Ju - In: Review of Pacific Basin financial markets and policies 20 (2017) 3, pp. 1-20
Persistent link: https://www.econbiz.de/10011752451
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Derivative practices in Australian and Canadian industries
Wolf, Franziska; Boulter, Terry; Bhattacharya, Sukanto - In: Review of Pacific Basin financial markets and policies 20 (2017) 4, pp. 1-39
Persistent link: https://www.econbiz.de/10011779046
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Volatility forecast by volatility index and its use as a risk management tool under a value-at-risk approach
Siu, Yam Wing - In: Review of Pacific Basin financial markets and policies 21 (2018) 2, pp. 1-48
Persistent link: https://www.econbiz.de/10011865598
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Thai hedging practices post-Asian Financial Crisis
Boulter, Terry; Wongchan, Vanlapa - In: Review of Pacific Basin financial markets and policies 16 (2013) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10010233392
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Managing risk by using derivatives : the case of Hong Kong firms
Yu, Eden Siu-hung; Chin, Ivan Chan Hung; Hang, Henry Fu Yiu - In: Review of Pacific Basin financial markets and policies 4 (2001) 4, pp. 417-425
Persistent link: https://www.econbiz.de/10001677339