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Interconnectedness risk and active portfolio management
Baitinger, Eduard; Papenbrock, Jochen - In: The journal of investment strategies 6 (2017) 2, pp. 63-90
Persistent link: https://www.econbiz.de/10011668133
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Handling risk-on/risk-off dynamics with correlation regimes and correlation networks
Papenbrock, Jochen; Schwendner, Peter - In: Financial markets and portfolio management 29 (2015) 2, pp. 125-147
Persistent link: https://www.econbiz.de/10011350209
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Dynamic causality analysis of COVID-19 pandemic risk and oil market changes
So, Mike Ka-pui; Chan, Jacky N. L.; Chu, Amanda M. Y. - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-11
Crude oil draws attention in recent research as its demand may indicate world economic growth trend in the post-COVID-19 era. In this paper, we study the dynamic lead-lag relationship between the COVID-19 pandemic and crude oil future prices. We perform rolling-sample tests to evidence whether...
Persistent link: https://www.econbiz.de/10013273581
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Risk assessments of complex infrastructure systems considering spatial and temporal aspects
Hackl, Jürgen - 2019
Persistent link: https://www.econbiz.de/10012102061
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Modelling supply chain adaptation for disruptions : an empirically grounded complex adaptive systems approach
Zhao, Kang; Zuo, Zhiya; Blackhurst, Jennifer V. - In: Journal of operations management 65 (2019) 2, pp. 190-212
Persistent link: https://www.econbiz.de/10012041282
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Risk transmission, systemic fragility of banks' interacting customers and credit worthiness assessment
Cerqueti, Roy; Pampurini, Francesca; Quaranta, Anna Grazia - In: Finance research letters 62 (2024) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014530730
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Country risk: a theoretical and empirical analysis with special reference to Northern African economies
Chopra, Parvesh K. - In: Economia internazionale 68 (2015) 1, pp. 81-137
Persistent link: https://www.econbiz.de/10010519609
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Eccentricity in asset management
Kaya, Hakan - In: The journal of network theory in finance 1 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011374587
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Systemic risk and banking regulation : some facts on the new regulatory framework
Bonollo, Michele; Crimaldi, Irene; Flori, Andrea; … - In: Corporate ownership & control : international … 12 (2014/15) 2, pp. 52-63
Persistent link: https://www.econbiz.de/10011343518
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The Butterfly Defect : why globalization creates systemic risks and what to do about it
Goldin, Ian - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 325-327
Persistent link: https://www.econbiz.de/10011346973