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Denzer-Speck, David (ed.) - 2009

Persistent link: https://www.econbiz.de/10012878176

Forecasting Tail Risk Measures for Financial Time Series : An Extreme Value Approach With Covariates

James, Robert; Leung, Henry; Leung, Jessica Wai Yin; … - 2021

The paper develops a tail risk forecasting model that incorporates the wealth of economic and financial information available to risk managers. The approach can be viewed as a regularized extension of the two-stage GARCH-EVT model of McNeil and Frey (2000) where we permit a time-varying...

Persistent link: https://www.econbiz.de/10013214142

Climate risk and financial stability : the mediating effect of green credit

Gao, Wang - In: Finance research letters 65 (2024), pp. 105558$p1-7

Persistent link: https://www.econbiz.de/10014553202

The effect of revenue diversification on bank profitability and risk during the COVID-19 pandemic

Li, Xingjian; Feng, Hongrui; Zhao, Sebastian; Carter, … - In: Finance research letters 43 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10014632338

Does shareholder litigation risk cause public firms to delist? : wvidence from securities class action lawsuits

Brogaard, Jonathan; Le, Nhan; Nguyen, Duc Duy; Sila, … - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1726-1759

Persistent link: https://www.econbiz.de/10015055426

Credit default swaps, fire-sale risk, and the liquidity provision in the bond market

Massa, Massimo; Zhang, Lei - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1963-1996

Persistent link: https://www.econbiz.de/10015055439

The politics of uncertainty : challenges of transformation

Scoones, Ian (ed.); Stirling, Andy (ed.) - 2020

"Why is uncertainty so important to politics today? To explore the underlying reasons, issues and challenges, this book … realised, then currently-blinkered understandings of uncertainty need to be met with renewed democratic struggle. Written in an …-disciplinary audience in fields ranging from economics to law to science studies to sociology to anthropology and geography, as well as …

Persistent link: https://www.econbiz.de/10014228844

Financial uncertainty and stock market volatility

Jiang, Ying; Liu, Xiaoquan - In: European financial management : the journal of the … 30 (2024) 3, pp. 1618-1667

Persistent link: https://www.econbiz.de/10014574142

Managing supply risk : robust procurement strategy for capacity improvement

Li, Yi; Shou, Biying - In: Omega : the international journal of management science 102 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012514510

From Shadows to Safety : The Impact of Financial Regulation on Stock Price Crash Risk

Han, Xun; Xing, Yue; Zhu, Feifei - 2023

This paper investigates the effects of the new asset management regulation on stock price crash risk using data from non-financial firms in the Chinese A-share market from 2007 to 2021. We reveal that the implementation of this regulation significantly curtails crash risk, particularly for firms...

Persistent link: https://www.econbiz.de/10014353775