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81
Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo
-
2013
Persistent link: https://www.econbiz.de/10013432837
Saved in:
82
Distributional modeling of financial systemic risk and income data
Eckernkemper, Tobias
-
2019
Persistent link: https://www.econbiz.de/10012021672
Saved in:
83
A comedy of errors : misguided policy, mis-sold mortages and more
Miller, Marcus
;
Zhang, Lei
;
Rastapana, Songklod
-
2016
Persistent link: https://www.econbiz.de/10011550873
Saved in:
84
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia
;
Düllmann, Klaus
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Saved in:
85
Dynamic identification of systemically important financial markets in the spread of contagion : a ripple network based collective spillover effect approach
Su, Zhi
;
Xu, Fuwei
- In:
Journal of multinational financial management
60
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012794690
Saved in:
86
Public interventions in the European banking sector : implications for financial stability and the real economy
Borchert, Lea
-
2018
Persistent link: https://www.econbiz.de/10012012954
Saved in:
87
The dynamics of spillover effects during the European sovereign debt turmoil
Alter, Adrian
;
Beyer, Andreas
- In:
Journal of banking & finance
42
(
2014
),
pp. 134-153
Persistent link: https://www.econbiz.de/10010408412
Saved in:
88
The role of systemic risk spillovers in the transmission of Euro Area monetary policy
Skouralis, Alexandros
- In:
Open economies review
34
(
2023
)
5
,
pp. 1079-1106
Persistent link: https://www.econbiz.de/10014443848
Saved in:
89
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
90
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
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