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Pricing the cost of expropriation risk

Clark, Ephraim - In: Review of international economics 11 (2003) 2, pp. 412-422

Persistent link: https://www.econbiz.de/10001760814

Parameter estimation risk in asset pricing and risk management : a Bayesian approach

Tunaru, Radu; Zheng, Teng - In: International review of financial analysis 53 (2017), pp. 80-93

Persistent link: https://www.econbiz.de/10011877849

Quantifying the uncertainty in VaR and expected shortfall estimates

Stanescu, Silvia; Tunaru, Radu - In: Handbook of research methods and applications in …, (pp. 357-372). 2013

Persistent link: https://www.econbiz.de/10011897546

Risk spillovers and interconnectedness between systemically important institutions

Andrieş, Alin Marius; Ongena, Steven; Sprincean, Nicu; … - 2020 - This version: May 9, 2020

In this paper we gauge the degree of interconnectedness and quantify the linkages between global and other systemically important institutions, and the global financial system. We document that the two groups and the financial system become more interconnected during the global financial crisis...

Persistent link: https://www.econbiz.de/10012219367

The timing of voluntary delisting

Azevedo, Alcino; Colak, Gonul; El Kalak, Izidin; … - In: Journal of financial economics 155 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015072279

Managerial risk incentives and investment related agency costs

Belghitar, Yacine; Clark, Ephraim - In: International review of financial analysis 38 (2015), pp. 191-197

Persistent link: https://www.econbiz.de/10011337611

War and emerging market default risk : the case of India and the Iraqi invasion of Kuwait

Clark, Ephraim; Lakshmi, Geeta - In: International journal of business 8 (2003) 4, pp. 395-408

Persistent link: https://www.econbiz.de/10002039311

Risk aversion, wealth and international capital flows

Clark, Ephraim - In: Review of international economics 6 (1998) 3, pp. 507-515

Persistent link: https://www.econbiz.de/10001248121

Investors' preference towards risk : evidence from the Taiwan stock and stock index futures markets

Qiao, Zhuo; Clark, Ephraim; Wong, Wing Keung - In: Accounting and finance : journal of the Accounting … 54 (2014) 1, pp. 251-274

Persistent link: https://www.econbiz.de/10010342382

Heterogeneous Risk Behaviour of Bank Holding Companies after the Dodd–Frank Act

Clark, Ephraim - 2020

We investigate the risk-taking behaviour of Bank Holding Companies (BHCs) that are subject to the Dodd–Frank Act (DFA). Specifically, we employ a difference-in-differences method to assess the effectiveness of the DFA in reducing the riskiness of complex banks and their contribution to...

Persistent link: https://www.econbiz.de/10012831432