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type:"article"
~person:"Agnese, Paolo"
~person:"Gatfaoui, Hayette"
~subject:"Market risk"
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Agnese, Paolo
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The fundamental review of trading book: New standard approach and risk management impacts
Poretta, Pasqualina
;
Agnese, Paolo
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
2
,
pp. 209-219
Persistent link: https://www.econbiz.de/10012613991
Saved in:
2
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
3
Investigating the dependence structure between credit default swap spreads and the U.S. financial market
Gatfaoui, Hayette
- In:
Annals of Finance
6
(
2010
)
4
,
pp. 511-535
Persistent link: https://www.econbiz.de/10008673611
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