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~subject:"Systemrisiko"
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Systemrisiko
Theorie
131
Theory
131
Time series analysis
80
Zeitreihenanalyse
80
Volatility
78
Volatilität
78
USA
68
United States
68
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66
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66
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60
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60
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59
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59
Capital income
47
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47
Kapitaleinkommen
47
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47
Börsenkurs
39
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39
Portfolio selection
37
Portfolio-Management
37
Correlation
33
Korrelation
33
Risikomanagement
24
Risk management
24
Welt
24
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24
Option pricing theory
20
Optionspreistheorie
20
Risiko
20
Risk
20
Systemic risk
20
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19
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19
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19
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18
Finanzmarkt
18
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English
20
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Engle, Robert F.
17
Acharya, Viral V.
9
Pierret, Diane
5
Brownlees, Christian
3
Oh, Dong Hwan
3
Patton, Andrew J.
3
Jondeau, Eric
2
Richardson, Matthew
2
Rockinger, Michael
2
Berner, Richard B.
1
Emambakhsh, Tina
1
Farazmand, Farhang
1
Figlewski, Stephen
1
Jung, Hyeyoon
1
Lucas, Deborah J.
1
Lynch, Anthony W.
1
Manganelli, Simone
1
Parisi, Laura
1
Pizzeghello, Riccardo
1
Stroebel, Johannes
1
Subrahmanyam, Marti G.
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Annual review of financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of monetary economics
2
ERID working paper
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managing and measuring risk : emerging global standards and regulation after the financial crisis
1
Research paper series / Swiss Finance Institute
1
Restoring financial stability : how to repair a failed system
1
Review of finance : journal of the European Finance Association
1
The American economic review
1
The journal of credit risk : published quarterly by Incisive Media
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010403811
Saved in:
2
Modeling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10011704143
Saved in:
3
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 181-195
Persistent link: https://www.econbiz.de/10011894575
Saved in:
4
Systemic risk in Europe
Engle, Robert F.
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 145-190
Persistent link: https://www.econbiz.de/10011343055
Saved in:
5
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
6
Capital shortfall : a new approach to ranking and regulating systemic risks
Acharya, Viral V.
;
Engle, Robert F.
;
Richardson, Matthew
- In:
The American economic review
102
(
2012
)
3
,
pp. 59-64
Persistent link: https://www.econbiz.de/10009705301
Saved in:
7
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Saved in:
8
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
9
Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah J.
- In:
Journal of monetary economics
65
(
2014
),
pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
Saved in:
10
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
Saved in:
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