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Estimation
Theorie
628,153
Theory
613,251
Bank
65,249
USA
52,298
United States
50,329
Portfolio-Management
44,304
Portfolio selection
43,959
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39,503
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39,403
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38,851
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34,456
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26,923
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24,132
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22,341
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22,154
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17,457
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17,018
Volatility
16,739
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14,509
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Zeitreihenanalyse
14,169
Economic growth
13,886
EU countries
13,850
CAPM
13,841
Time series analysis
13,771
Finanzmarkt
13,638
Capital structure
13,476
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13,362
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Caporale, Guglielmo Maria
109
Gupta, Rangan
107
Gil-Alaña, Luis A.
92
Pesaran, M. Hashem
91
Zaremba, Adam
70
Pierdzioch, Christian
67
Buch, Claudia M.
57
Härdle, Wolfgang
56
McAleer, Michael
55
Bollerslev, Tim
52
McMillan, David G.
51
Timmermann, Allan
51
Heckman, James J.
49
Levine, Ross
48
Marcellino, Massimiliano
47
Hautsch, Nikolaus
45
Belke, Ansgar
44
Wohar, Mark E.
44
Herwartz, Helmut
43
Koopman, Siem Jan
42
Campbell, John Y.
41
Blundell, Richard W.
40
Stambaugh, Robert F.
39
Bali, Turan G.
38
Diebold, Francis X.
38
Acemoglu, Daron
36
Belzil, Christian
36
Engle, Robert F.
36
Bohl, Martin T.
35
Hoesli, Martin
35
Narayan, Paresh Kumar
35
Rose, Andrew
35
Serletis, Apostolos
34
Berg, Gerard J. van den
33
Egger, Peter
32
Kumbhakar, Subal
32
Todorov, Viktor
32
Allen, David E.
31
Basu, Susanto
31
Lucas, André
31
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National Bureau of Economic Research
584
Ekonomiska forskningsinstitutet <Stockholm>
41
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
Forschungsinstitut zur Zukunft der Arbeit
33
Springer Fachmedien Wiesbaden
29
Internationaler Währungsfonds / Research Department
22
Institut für Weltwirtschaft
21
Birkbeck College / Department of Economics
16
Federal Reserve System / Board of Governors
14
Verlag Dr. Kovač
12
University of Oxford / Institute of Economics and Statistics
11
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
Umeå universitet
10
University of Reading / Department of Economics
10
Universität Mannheim
10
Friedrich-Schiller-Universität Jena
9
Trinity College Dublin / Department of Economics
9
University of Exeter / Department of Economics
9
Centre for Economic Performance
8
Centre for Economic Policy Research
8
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel
7
Eric Cuvillier <Firma>
7
Federal Reserve Bank of St. Louis
7
Goethe-Universität Frankfurt am Main
7
Center for Economic Research <Tilburg>
6
Centre for Quantitative Economics & Computing
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
European University Institute / Department of Economics
6
International Monetary Fund
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Shaker Verlag
6
The Wharton Financial Institutions Center
6
Zentrum für Europäische Wirtschaftsforschung
6
Australian National University / Faculty of Economics and Commerce
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Deutschland / Bundeswehr / Universität Hamburg
5
Edward Elgar Publishing
5
Gottfried Wilhelm Leibniz Universität Hannover
5
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Working paper / National Bureau of Economic Research, Inc.
667
NBER working paper series
566
NBER Working Paper
509
Applied economics
448
Discussion paper / Centre for Economic Policy Research
422
Discussion paper series / IZA
296
Journal of banking & finance
296
CESifo working papers
286
Economic modelling
284
Applied economics letters
271
Economics letters
270
Finance research letters
247
International review of economics & finance : IREF
243
Working paper
243
Journal of international money and finance
221
Journal of econometrics
212
Applied financial economics
207
International review of financial analysis
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
Journal of empirical finance
190
Journal of financial economics
186
Discussion paper
179
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
170
Discussion papers / CEPR
161
IZA Discussion Paper
155
The North American journal of economics and finance : a journal of financial economics studies
153
Discussion paper / Tinbergen Institute
152
Journal of applied econometrics
147
Journal of economic dynamics & control
146
Europäische Hochschulschriften / 5
139
Journal of international financial markets, institutions & money
133
Energy economics
131
The European journal of finance
131
Journal of macroeconomics
129
The journal of finance : the journal of the American Finance Association
127
The review of economics and statistics
119
Finance and economics discussion series
116
International journal of finance & economics : IJFE
116
Research in international business and finance
115
Journal of monetary economics
112
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ECONIS (ZBW)
37,989
EconStor
1
RePEc
1
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1
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1
Frontier efficiency, capital structure, and portfolio risk : an empirical analysis of U.S. banks
Ding, Dong
;
Sickles, Robin C.
- In:
Business research quarterly : BRQ
21
(
2018
)
4
,
pp. 262-277
Persistent link: https://www.econbiz.de/10011989576
Saved in:
2
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
3
How commercial banks adjust capital ratios : empirical evidence from the USA?
Abbas, Faisal
;
Ali, Shoaib
;
Yousaf, Imran
;
Rizwan, Sohail
- In:
Cogent business & management
7
(
2020
)
1
,
pp. 1-18
, policymakers, and
bank
managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
Saved in:
4
How banks adjust capital ratios: the most recent empirical facts
Abbas, Faisal
;
Masood, Omar
- In:
Quantitative finance and economics
4
(
2020
)
3
,
pp. 412-429
Persistent link: https://www.econbiz.de/10012271444
Saved in:
5
Selection of the right risk measures for portfolio allocation
Nguyen, Thanh
- In:
International journal of monetary economics and finance
7
(
2014
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10010531305
Saved in:
6
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia
;
Düllmann, Klaus
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Saved in:
7
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
8
Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell
Tobler, Jürg
;
Walder, Roger
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
3
,
pp. 342-370
Persistent link: https://www.econbiz.de/10001517508
Saved in:
9
Portfolio diversification in concentrated bond and loan portfolios
Kupiec, Paul H.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011690864
Saved in:
10
Tail nonlinearly transformed risk measure as a capital constraint : a better choice for
bank
regulation than conditional value-at-risk?
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 197-218)
.
2022
Persistent link: https://www.econbiz.de/10013336233
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