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When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets

Sitara Karim; Muhammad Shafiullah; Naeem, Muhammad Abubakr - In: International review of financial analysis 93 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543472

Prediction of extremal expectile based on regression models with heteroscedastic extremes

Xu, Wen; Hou, Yanxi; Li, Deyuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 522-536

Persistent link: https://www.econbiz.de/10013533450

Extremal quantiles and stock price crashes

Andreou, Panayiotis C.; Anyfantaki, Sofia; Maasoumi, … - In: Econometric reviews 42 (2023) 9/10, pp. 703-724

Persistent link: https://www.econbiz.de/10014420354

Risky oil : it's all in the tails

Baumeister, Christiane; Huber, Florian; Marcellino, … - 2024

Persistent link: https://www.econbiz.de/10014537272

The Distributive Effects of Land Titleon Labor Supply; Evidence From Brazil

Moura, Mauricio; Piza, Caio; Poplawski-Ribeiro, Marcos - International Monetary Fund (IMF) - 2011

This paper studies the effects of property-titling on labor supply. The role of legal ownership security is isolated by comparing the effect that being part of, or excluded from, a land title program in a unique quasi-experiment in two similar communities in the Brazilian city of Osasco. Our...

Persistent link: https://www.econbiz.de/10009151228

Extreme observations and risk assessment in the equity markets of MENA region : tail measures and Value-at-Risk

Assaf, Ata - In: International review of financial analysis 18 (2009) 3, pp. 109-116

Persistent link: https://www.econbiz.de/10003880019

Global financial crisis and VaR performance in emerging markets : a case of EU candidate states, Turkey and Croatia

Živković, Saša; Aktan, Bora - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 27 (2009) 1, pp. 149-169

Persistent link: https://www.econbiz.de/10003940227

Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey

Ozun, Alper; Cifter, Atilla; Yılmazer, Sait - In: Journal of risk finance : the convergence of financial … 11 (2010) 2, pp. 164-179

Persistent link: https://www.econbiz.de/10003953354

Cointegration and extreme value analyses of Bovespa and Istanbul Stock Exchange

Onay, Ceylan; Ünal, Gözde - In: Finance a úvěr 62 (2012) 1, pp. 66-91

Persistent link: https://www.econbiz.de/10009525413

Black swan or fat turkey?

Booth, Geoff; Mazzawi, Elias - In: Business strategy review 19 (2008) 3, pp. 34-39

Persistent link: https://www.econbiz.de/10003751033