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An evaluation of bank measures...
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1
Comparison of market
risk
models with respect to suggested changes of Basel accord
Stiborová, Eliška
;
Sznapková, Barbora
;
Tichný, Tomáš
- In:
Acta oeconomica : periodical of the Hungarian Academy …
64
(
2014
),
pp. 257-274
Persistent link: https://www.econbiz.de/10010474360
Saved in:
2
Measuring
bank
downside systemic
risk
in Taiwan
Su, Ender
;
Wong, Kai Wen
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 172-193
Persistent link: https://www.econbiz.de/10012035041
Saved in:
3
Risk
model
backtesting
Terzić, Ivica
;
Milojević, Marko
- In:
Ekonomika : međunarodni časopis za ekonomsku teoriju …
62
(
2016
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10011483358
Saved in:
4
Can market
risk
explain the systemic
risk
? : evidence from the US banking industry
Tzouvanas, Panagiotis
- In:
Journal of economic studies
51
(
2024
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10014466448
Saved in:
5
Lost in noise? : some thoughts on the use of machine learning in financial market
risk
measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
Saved in:
6
Backtesting
expected shortfall : accounting for tail
risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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7
Are systemic
risk
measures effective? : Evidence from macroeconomic downside
risk
prediction
Jian, Zhihong
;
Lu, Haisong
;
Zhu, Zhican
- In:
Applied economics letters
31
(
2024
)
18
,
pp. 1820-1827
Persistent link: https://www.econbiz.de/10015084409
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8
Value-at-
risk
and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
9
Measuring systemic
risk
in South African banks
Chatterjee, Somnath
;
Sing, Marea
-
2021
Persistent link: https://www.econbiz.de/10012497161
Saved in:
10
Measuring systemic
risk
of the banking industry in China : a DCC-MIDAS-t approach
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yuan, Jing
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 13-31
Persistent link: https://www.econbiz.de/10012035069
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