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ECONIS (ZBW)
12,363
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1
Forecasting crash risk in U.S. bank returns : the role of credit booms
Mihai, Marius M.
;
Mansur, Iqbal
- In:
The journal of corporate finance : contracting, …
76
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013494275
Saved in:
2
The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
3
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
4
Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
Saved in:
5
Essays on the pricing, hedging and informational content of options
Horn, David
-
2011
Persistent link: https://www.econbiz.de/10009378786
Saved in:
6
Asset allocation in markets with contagion : the interplay between volatilities, jump intensities, and correlations
Konermann, Patrick
;
Meinerding, Christoph
;
Sedova, Olga
- In:
Review of financial economics : RFE
22
(
2013
)
1
,
pp. 36-46
Persistent link: https://www.econbiz.de/10009717856
Saved in:
7
A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades
Kobayashi, Teruyoshi
- In:
Economics letters
124
(
2014
)
1
,
pp. 113-116
Persistent link: https://www.econbiz.de/10010490566
Saved in:
8
Extreme asymmetric volatility : stress and aggregate asset prices
Aboura, Sofiane
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 47-59
Persistent link: https://www.econbiz.de/10011475918
Saved in:
9
Extrem value
theory
in finance : a survey
Rocco, Marco
- In:
Journal of economic surveys
28
(
2014
)
1
,
pp. 82-108
Persistent link: https://www.econbiz.de/10011293032
Saved in:
10
Conditional extremes in asymmetric financial markets
Nolde, Natalia
;
Zhang, Jinyuan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
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