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US dollar exchange rate and food price dependence : implications for portfolio risk management
Reboredo, Juan Carlos; Ugando, Mikel - In: The North American journal of economics and finance : a … 30 (2014), pp. 72-89
Persistent link: https://www.econbiz.de/10010463592
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Complex analytic wavelets in the measurement of macroeconomic risks
Bruzda, Joanna - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012201266
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Information asymmetry, market state, and implementation risk
Wu, Zhen-Xing; Chen, Tsung-Yu - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012203070
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Bank risk aggregation with forward-looking textual risk disclosures
Wei, Lu; Li, Guowen; Li, Jianping; Zhu, Xiaoqian - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012203124
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A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 32 (2015), pp. 98-123
Persistent link: https://www.econbiz.de/10011514449
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Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano - In: The North American journal of economics and finance : a … 25 (2013), pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
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Stress testing correlation matrices for risk management
So, Mike Ka-pui; Wong, Jerry; Asai, Manabu - In: The North American journal of economics and finance : a … 26 (2013), pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: The North American journal of economics and finance : a … 26 (2013), pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
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Does bank relationship matter for corporate risk-taking? : evidence from listed firms in Taiwan
Chan, Chia-chung; Lin, Bing-huei; Chang, Yung-ho; Liao, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 323-338
Persistent link: https://www.econbiz.de/10010367581
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An options-based approach to analyze auction guarantees in the art market
Charlin, Ventura; Cifuentes, Arturo - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012660124