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~person:"Ghorbel, Ahmed"
~person:"Schindlmayr, Gero"
~subject:"Banking crisis"
~subject:"Commodity derivative"
~subject:"Natural gas"
~subject:"Rohstoffderivat"
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A Simple Credit Risk Model wit...
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Banking crisis
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Rohstoffderivat
Portfolio selection
11
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11
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6
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6
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Ghorbel, Ahmed
Schindlmayr, Gero
Miffre, Joëlle
13
Pesola, Jarmo
9
Schäfer, Dorothea
9
Anginer, Deniz
8
Garicano, Luis
8
Pagano, Marco
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Reis, Ricardo
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Santos, Tano
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7
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7
Fernandez-Perez, Adrian
7
Jokivuolle, Esa
7
Kočenda, Evžen
7
Lane, Philip R.
7
Stacchini, Massimiliano
7
Strahan, Philip E.
7
Upper, Christian
7
Brunnermeier, Markus Konrad
6
Gersbach, Hans
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Hauck, Achim
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Kok Sørensen, Christoffer
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Fan, John Hua
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American journal of finance and accounting
1
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International Journal of Financial Markets and Derivatives : IJFMD
1
International journal of financial markets and derivatives
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ECONIS (ZBW)
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1
The conditional dependence structure of banking sector credit default
swap
indices
Zghal, Rania
;
Ghorbel, Ahmed
;
Triki, Mohamed Wajdi
- In:
International journal of financial markets and derivatives
4
(
2015
)
3/4
,
pp. 273-298
Persistent link: https://www.econbiz.de/10011546011
Saved in:
2
A multivariate commodity analysis and applications to risk management
Börger, Reik H.
;
Cartea, Álvaro
;
Kiesel, Rüdiger
; …
-
2007
Persistent link: https://www.econbiz.de/10003455322
Saved in:
3
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
4
Cross-commodity analysis and applications to risk management
Börger, Reik H.
;
Cartea, Álvaro
;
Kiesel, Rüdiger
; …
- In:
The journal of futures markets
29
(
2009
)
3
,
pp. 197-217
Persistent link: https://www.econbiz.de/10003831083
Saved in:
5
Measuring portfolio risk of non-energy commodity using time-varying vine copula
Attafi, Zeineb
;
Ghorbel, Ahmed
;
Boujelbene, Younes
- In:
International Journal of Financial Markets and …
7
(
2019
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012253560
Saved in:
6
Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
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