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Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management

Oehler, Andreas (ed.) - 1998

Persistent link: https://www.econbiz.de/10000664860

Predicting and hedging credit portfolio risk with macroeconomic factors

Bär, Tobias - 2002

Persistent link: https://www.econbiz.de/10001649713

Aggregating credit and market risk : the impact of model specification

Lucas, André; Verhoef, Bastiaan - 2012

Persistent link: https://www.econbiz.de/10010191011

Stochastic models in financial risk management

Redeker, Imke - 2019

Persistent link: https://www.econbiz.de/10012062841

Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation

Pradhan, Ashis Kumar; Mittal, Ishan; Tiwari, Aviral Kumar - In: Macroeconomics and finance in emerging market economies 14 (2021) 3, pp. 291-307

Persistent link: https://www.econbiz.de/10012649582

Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data

Mensi, Walid; Al-Yahyaee, Khamis Hamed; Al-Jarrah, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012665455

Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications

Mensi, Walid; Ur Rehman, Mobeen; Al-Yahyaee, Khamis Hamed; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 283-294

Persistent link: https://www.econbiz.de/10012120250

Uncertainty and risk in the cryptocurrency market

Almeida, Dora; Dionísio, Andreia Teixeira Marques; … - In: Journal of risk and financial management : JRFM 15 (2022) 11, pp. 1-17

case, using a sample of seven cryptocurrencies and considered a period that encompassed the first real global shock in the …, the analyzed cryptocurrencies’ returns exhibited similar patterns of uncertainty and risk. Levels of uncertainty were …

Persistent link: https://www.econbiz.de/10013475240

Hedging cryptos with Bitcoin futures

Liu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, … - In: Quantitative finance 23 (2023) 5, pp. 819-841

Persistent link: https://www.econbiz.de/10014304363

Semi-nonparametric risk assessment with cryptocurrencies

Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier - In: Research in international business and finance 59 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013410827

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