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41
A new framework for analyzing and managing macrofinancial risks of an economy
Gray, Dale
;
Merton, Robert C.
;
Bodie, Zvi
-
2006
Persistent link: https://www.econbiz.de/10003388263
Saved in:
42
On the estimation of extreme values for
risk
assessment and management : the ACER method
Dahlen, Kai Erik
;
Solibakke, Per Bjarte
;
Westgaard, Sjur
; …
- In:
International journal of business
20
(
2015
)
1
,
pp. 33-51
Persistent link: https://www.econbiz.de/10010520743
Saved in:
43
Risk
-return relationship reinvestigated
Garg, Vidisha
;
Vasishth, Vibhuti
- In:
Research bulletin / The Institute of Cost Accountants …
39
(
2014
),
pp. 208-215
Persistent link: https://www.econbiz.de/10011420287
Saved in:
44
Default
risk
in agricultural lending, the effects of commodity price
volatility
and climate
Castro Iragorri, Carlos Alberto
;
Garcia, Karen
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 501-521
Persistent link: https://www.econbiz.de/10011305889
Saved in:
45
Pricingcounterparty
risk
including collateralization, netting rules, re-hypothecation and wrong-way
risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
46
Optimal commodity asset allocation with a coherent market
risk
modeling
Al Janabi, Marzim A. M.
- In:
Review of financial economics : RFE
21
(
2012
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10009703027
Saved in:
47
Assessing foreign exchange
risk
associated to a public debt portfolio in Ghana using the value at
risk
technique
Mensah, Alice Constance
;
Okyere, Ebenezer
;
Antwi, Osei
; …
- In:
International journal of economics, finance and …
2
(
2014
)
2
,
pp. 159-163
Persistent link: https://www.econbiz.de/10010382084
Saved in:
48
Stress testing correlation matrices for
risk
management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
Saved in:
49
Risk
spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
Saved in:
50
R 2 and idiosyncratic
risk
are not interchangeable
Li, Bin
;
Rajgopal, Shivaram
;
Venkatachalam, Mohan
- In:
The accounting review : a publication of the American …
89
(
2014
)
6
,
pp. 2261-2295
Persistent link: https://www.econbiz.de/10010469131
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