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Measuring systemic risk in the European banking sector : a copula CoVaR approach
Karimalis, Emmanouil N.; Nomikos, Nikos K. - In: The European journal of finance 24 (2018) 10/12, pp. 944-975
Persistent link: https://www.econbiz.de/10012244423
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On the ranking consistency of systemic risk measures : empirical evidence
Abendschein, Michael; Grundke, Peter - In: The European journal of finance 28 (2022) 3, pp. 261-290
Persistent link: https://www.econbiz.de/10013373254
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Safehavenness of currencies
Wong, Alfred Y.; Fong, Tom - In: The European journal of finance 24 (2018) 4/6, pp. 300-332
Persistent link: https://www.econbiz.de/10012244321
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Dynamics among global asset portfolios
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: The European journal of finance 26 (2020) 18, pp. 1876-1899
Persistent link: https://www.econbiz.de/10012314662
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On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
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Global systemic risk measures and their forecasting power for systemic events
Grundke, Peter; Tuchscherer, Michael - In: The European journal of finance 25 (2019) 3, pp. 205-233
Persistent link: https://www.econbiz.de/10012206970
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Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets
Imtiaz Mohammad Sifat; Azhar Mohamad; Zhang, Hengchao; … - In: The European journal of finance 29 (2023) 2, pp. 185-206
Persistent link: https://www.econbiz.de/10014322496
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Spillovers in risk of financial institutions
Cotter, John; Suurlaht, Anita - In: The European journal of finance 25 (2019) 17, pp. 1765-1792
Persistent link: https://www.econbiz.de/10012207148
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Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun; Shin, Dong-wan - In: The European journal of finance 25 (2019) 18, pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
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The determinants of bank CDS spreads : evidence from the financial crisis
Chiaramonte, Laura; Casu, Barbara - In: The European journal of finance 19 (2013) 9/10, pp. 861-887
Persistent link: https://www.econbiz.de/10010245653