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~subject:"Aktienmarkt"
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Mind the tail, or risk to fail
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Aktienmarkt
Schätzung
131,180
Estimation
125,048
Theorie
76,793
Theory
75,464
Finanzkrise
59,201
Financial crisis
58,929
Risk
45,282
Risiko
44,828
Portfolio-Management
44,309
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43,964
Risikomanagement
35,370
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34,295
Welt
33,196
World
32,370
USA
30,163
United States
28,873
Deutschland
23,915
Germany
21,477
Kapitaleinkommen
16,569
Capital income
16,524
Insolvenz
15,716
Insolvency
15,291
Börsenkurs
14,881
Share price
14,633
Volatilität
14,396
EU-Staaten
14,287
Volatility
14,222
Geldpolitik
13,812
EU countries
13,759
Monetary policy
13,462
Wirkungsanalyse
12,152
Impact assessment
11,876
Prognoseverfahren
10,864
Forecasting model
10,649
Wirtschaftswachstum
10,601
Economic growth
10,284
Kreditrisiko
9,767
Bank
9,755
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9,717
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Gupta, Rangan
83
Caporale, Guglielmo Maria
68
Bekaert, Geert
37
Mensi, Walid
37
Gil-Alaña, Luis A.
36
Hammoudeh, Shawkat
35
Pierdzioch, Christian
33
Tiwari, Aviral Kumar
32
Zaremba, Adam
32
Kang, Sang Hoon
31
Bali, Turan G.
28
Bouri, Elie
28
Xuan Vinh Vo
28
Arouri, Mohamed
25
Sehgal, Sanjay
25
McMillan, David G.
23
Narayan, Paresh Kumar
23
Wohar, Mark E.
23
Demirer, Rıza
22
Campbell, John Y.
21
Chiang, Thomas C.
21
Grobys, Klaus
21
Liesenfeld, Roman
21
Nguyen, Duc Khuong
21
Balcilar, Mehmet
20
Chari, Anusha
20
Shahzad, Syed Jawad Hussain
20
Guesmi, Khaled
19
Wong, Wing Keung
19
Yoon, Seong-min
19
Cakici, Nusret
18
Lucey, Brian M.
18
Salisu, Afees A.
18
Spagnolo, Nicola
18
Demirtas, K. Ozgur
17
Goetzmann, William N.
17
Hautsch, Nikolaus
17
Jiang, Fuwei
17
Ma, Feng
17
Narayan, Seema
17
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National Bureau of Economic Research
115
Verlag Dr. Kovač
6
Federal Reserve Bank of St. Louis
5
Chambre de commerce et d'industrie de Paris
3
Shaker Verlag
3
Berliner Handels- und Frankfurter Bank
2
Centre for Economic Policy Research
2
Fisher Investments Inc. <Woodside, Calif.>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Stanford Institute for Economic Policy Research
2
Technische Universität Dresden
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
World Scientific Publishing Co. Pte. Ltd.
2
Österreichisches Institut für Wirtschaftsforschung
2
Australien / Division of Regional Development
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
CFA Institute <Charlottesville, Va.> / Research Foundation
1
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Duncker & Humblot
1
Edward Elgar Publishing
1
European University Institute / Department of Economics
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F.A.Z.-Institut für Management-, Markt- und Medieninformationen
1
Federal Reserve Bank of Kansas City / Research Division
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
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Financial Market History <Veranstaltung> <2015, Cambridge>
1
FinanzBuch Verlag
1
Frankfurt School of Finance & Management
1
Friedrich-Schiller-Universität Jena
1
Genesis Investment Management Limited <London>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Harvard Institute of Economic Research
1
INSEAD-Wharton Alliance Center for Global Research & Development
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut für Angewandte Betriebswirtschaftslehre, Unternehmensführung <Karlsruhe>
1
Institut für Versicherungswirtschaft <St. Gallen>
1
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Finance research letters
217
International review of financial analysis
182
Applied economics
138
International review of economics & finance : IREF
138
Research in international business and finance
134
Economic modelling
127
Applied economics letters
119
NBER working paper series
114
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of international financial markets, institutions & money
107
Working paper / National Bureau of Economic Research, Inc.
105
Pacific-Basin finance journal
101
Applied financial economics
93
NBER Working Paper
90
Energy economics
81
Journal of banking & finance
72
Journal of risk and financial management : JRFM
72
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
70
Journal of empirical finance
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of finance & economics : IJFE
61
International journal of economics and finance
60
Journal of international money and finance
56
The European journal of finance
56
Emerging markets review
55
Investment management and financial innovations
54
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
51
Global finance journal
50
International journal of economics and financial issues : IJEFI
50
Journal of financial economics
48
CESifo working papers
44
Cogent economics & finance
44
Review of quantitative finance and accounting
43
International Journal of Financial Studies : open access journal
40
The empirical economics letters : a monthly international journal of economics
40
Discussion paper / Centre for Economic Policy Research
38
Economics letters
33
International journal of emerging markets
29
Economic research
27
Finance India : the quarterly journal of Indian Institute of Finance
27
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ECONIS (ZBW)
9,636
EconStor
67
USB Cologne (EcoSocSci)
23
USB Cologne (business full texts)
4
OLC EcoSci
4
ArchiDok
2
RePEc
1
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date (oldest first)
1
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
2
Is
risk
higher during non-trading periods? : the
risk
trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
3
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
4
Heavy-tailed distributions and
risk
management of equity market tail events
Guo, Zi-Yi
- In:
Journal of risk & control
4
(
2017
)
1
,
pp. 31-41
Persistent link: https://www.econbiz.de/10012236800
Saved in:
5
Value at
risk
estimation
for heavy tailed distributions
Gammoudi, Imed
;
BelKacem, Lotfi
;
El Ghourabi, Mohamed
- In:
The international journal of business and finance …
8
(
2014
)
3
,
pp. 109-125
Persistent link: https://www.econbiz.de/10010241908
Saved in:
6
Estimation
of tail-related
risk
measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
Saved in:
7
Does the low-
risk
anomaly exist in the Indian equity market? : a test using alternative
risk
measures
Ali, Asgar
;
Badhani, K. N.
;
Kumar, Ashish
- In:
Journal of economic studies
49
(
2022
)
8
,
pp. 1422-1452
Persistent link: https://www.econbiz.de/10013455874
Saved in:
8
Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions
Echaust, Krzysztof
;
Just, Małgorzata
- In:
Research in international business and finance
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248962
Saved in:
9
Beware of the crash
risk
: tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
10
Value at
risk
of the main stock market indexes in the European Union ; (2000 - 2012)
Iglesias, Emma M.
- In:
Journal of policy modeling : JPMOD ; a social science …
37
(
2015
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011333008
Saved in:
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