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171
Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Yunus, Nafeesa
- In:
Applied economics
50
(
2018
)
36
,
pp. 3899-3922
Persistent link: https://www.econbiz.de/10012060163
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172
Mutual funds dynamics and economic predictors
Amisano, Gianni
;
Savona, Roberto
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 302-330
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173
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
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174
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
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175
International risk transmission of stock market movements
Shen, Yifan
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Economic modelling
69
(
2018
),
pp. 220-236
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176
The impact of US financial uncertainty shocks on emerging market economies : an international credit channel
Choi, Sangyup
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Open economies review
29
(
2018
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1
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pp. 89-118
Persistent link: https://www.econbiz.de/10012039082
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177
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
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Journal of risk
20
(
2017/2018
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5
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pp. 1-32
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178
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
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Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
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179
Portfolio rebalancing in times of stress
Fischer, Andreas M.
;
Greminger, Rafael P.
;
Grisse, Christian
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2017
-
This version: June 2017
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180
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
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