We propose a novel approach to comparing publications across business disciplines. Specifically, we aim to provide an objective method for evaluating the interdisciplinary value of publications based on intradisciplinary author rankings. Using publication data from the leading journals in...

This paper examines the state of business research in the Nordic countries over the period 2005-2015. Using publication data from the leading peer-reviewed business and economics journals, we analyze Nordic research output across countries, disciplines, and academic institutions. Our results...

This paper compares four commonly used systemic risk metrics using data on U.S. financial institutions over the period 2005-2014. The four systemic risk measures examined are the (i) marginal expected shortfall, (ii) codependence risk, (iii) delta conditional value at risk, and (iv) lower tail...

This paper examines the cross-dynamics of volatility term structures implied by foreign exchange options. The data used in the empirical analysis consist of daily observations of implied volatilities for OTC options on the euro, Japanese yen, British pound, Swiss franc, and Canadian dollar,...