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Islamic securitisation : an et...
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Finanzkrise
Securitization
19
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14
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Jobst, Andreas A.
13
Andritzky, Jochen
4
Aït-Sahalia, Yacine
4
Gray, Dale
4
Nowak, Sylwia
4
Oura, Hiroko
3
Tamirisa, Natalia T.
3
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1
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1
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1
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1
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1
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1
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1
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1
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Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A.
- In:
International review of financial analysis
28
(
2013
),
pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
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2
Measuring systemic risk-adjusted liquidity (SRL) : a model approach
Jobst, Andreas A.
- In:
Journal of banking & finance
45
(
2014
),
pp. 270-287
Persistent link: https://www.econbiz.de/10010467904
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3
Systemic risk in the insurance sector : a review of current assessment approaches
Jobst, Andreas A.
- In:
The Geneva papers on risk and insurance - issues and …
39
(
2014
)
3
,
pp. 440-470
Persistent link: https://www.econbiz.de/10010502945
Saved in:
4
How to stop a herd of running bears? : market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine
;
Andritzky, Jochen
;
Jobst, Andreas A.
-
2009
Persistent link: https://www.econbiz.de/10003901616
Saved in:
5
Market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine
;
Andritzky, Jochen
;
Jobst, Andreas A.
-
2010
Persistent link: https://www.econbiz.de/10003951825
Saved in:
6
Market response to policy initiatives during the global financial crisis
Aït-Sahalia, Yacine
;
Andritzky, Jochen
;
Jobst, Andreas A.
- In:
Journal of international economics
87
(
2012
)
1
,
pp. 162-177
Persistent link: https://www.econbiz.de/10010220099
Saved in:
7
Macro-financial stress testing : principles and practices
Oura, Hiroko
;
Schumacher, Liliana
;
Chan-Lau, Jorge A.
; …
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 11-54)
.
2020
Persistent link: https://www.econbiz.de/10012372929
Saved in:
8
Sovereign risk in macroprudential solvency stress testing
Jobst, Andreas A.
;
Oura, Hiroko
- In:
Stress testing : principles, concepts, and frameworks
,
(pp. 183-227)
.
2020
Persistent link: https://www.econbiz.de/10012373002
Saved in:
9
New directions in financial sector and sovereign risk management
Gray, Dale
;
Jobst, Andreas A.
- In:
Journal of investment management : JOIM
8
(
2010
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10003966806
Saved in:
10
Market-implied systemic risk and shadow capital adequacy
Chatterjee, Somnath
;
Jobst, Andreas A.
-
2019
Persistent link: https://www.econbiz.de/10012202397
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