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Bounding the Impact of Hazard Interdependence on Climate Risk

Hain, Linda Isabella; Kölbel, Julian; Leippold, Markus - 2023

The severity of extreme weather events is increasing due to climate change, giving rise to physical climate risk. However, physical climate risk is not only driven by the severity of individual hazards, but also by the interdependence of those hazards. This paper establishes bounds for the...

Persistent link: https://www.econbiz.de/10014355193

Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios

Bruneau, Catherine; Flageollet, Alexis; Peng, Zhun - 2020

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Forecasting the Value-at-Risk of REITs using realized volatility jump models

Odusami, Babatunde Olatunji - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013186421

Including more information content to enhance the value at risk estimation for real estate investment trusts

Lu, Jin-ray; Hwang, Chiang-chang; Chen, Yi-chun; Wen, … - In: International journal of financial research 4 (2013) 3, pp. 25-34

Persistent link: https://www.econbiz.de/10010205099

The sources of risk spillovers among US REITs : financial characteristics and regional proximity

Adams, Zeno; Füss, Roland; Schindler, Felix - 2013 - This version: June 2013

Persistent link: https://www.econbiz.de/10010407017

Improved detection of rare-event risk of a portfolio with US REITs

So, Leh-Chyan; Yu, Jun-Yang - In: Annals of financial economics 10 (2015) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10011408574

Asymmetric dependence in real estate investment trusts : an asset-pricing analysis

Alcock, Jamie; Andrlikova, Petra - In: The journal of real estate finance and economics 56 (2018) 2, pp. 183-216

Persistent link: https://www.econbiz.de/10011966511

Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices

Odusami, Babatunde Olatunji; Akinsomi, Omokolade - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014544083

Measuring sovereign risk contagion in the Eurozone

Suh, Sangwon - In: International review of economics & finance : IREF 35 (2015), pp. 45-65

Persistent link: https://www.econbiz.de/10011333725

The impact of global financial crisis on the dependence structure of equity markets and on risk management

Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: International journal of managerial and financial accounting 5 (2013) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10009730450

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