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Asset correlation in residenti...
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81
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81
Managing portfolio risk during crisis times : a dynamic conditional
correlation
perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
82
Tail risk emanating from troubled European banking sectors
Javed, Farrukh
;
Sabzevari, Hassan
;
Virk, Nader Shahzad
- In:
Finance research letters
43
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014632302
Saved in:
83
Measuring the diversification of a loan portfolio
Tourin, Agnès
- In:
International journal of bonds and derivatives
4
(
2020
)
2
,
pp. 104-113
Persistent link: https://www.econbiz.de/10012505156
Saved in:
84
Reputation risk contagion
Mitic, Peter
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 53-86
Persistent link: https://www.econbiz.de/10011668583
Saved in:
85
Revisiting the economic crisis after a decade : statistical and machine learning perspectives
Yu, Jiayan
;
Zhang, Jingqian
;
Shin, Hee Eun
;
Kong, Jooan
- In:
Analele Universitătii Dunărea de Jos Galaţi
25
(
2019
)
2
,
pp. 14-19
Persistent link: https://www.econbiz.de/10012285661
Saved in:
86
Equity market integration and portfolio decisions : a study of NASDAQ USA and MSCI emerging markets Asia indexes
Patel, Ritesh Jayantibhai
- In:
The journal of wealth management : JWM
24
(
2021
)
1
,
pp. 11-39
Persistent link: https://www.econbiz.de/10012519192
Saved in:
87
The empirical relation between credit quality, recovery, and
correlation
Rösch, Daniel
;
Scheule, Harald
-
2009
Persistent link: https://www.econbiz.de/10003975032
Saved in:
88
Comonotonic measures of multivariate risks
Ekeland, Ivar
;
Galichon, Alfred
;
Henry, Marc
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10009554691
Saved in:
89
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
90
Credit risk : taking fluctuating asset correlations into account
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011380105
Saved in:
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