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subject:"Risikomaß"
language:"eng"
~isPartOf:"Finance research letters"
~subject:"Systemrisiko"
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Risikomaß
Systemrisiko
Risikomanagement
115
Risk management
115
Risk
44
Risiko
43
Portfolio selection
34
Portfolio-Management
34
Theorie
27
Theory
27
Risk measure
24
Welt
20
World
20
Hedging
17
Risikopräferenz
14
Risk attitude
14
Volatility
14
Volatilität
14
Bank risk
13
Bankrisiko
13
Credit risk
12
Kreditrisiko
12
Financial services
11
Finanzdienstleistung
11
China
10
Climate change
10
Klimawandel
10
Coronavirus
9
Corporate Governance
9
Corporate governance
9
Spillover effect
8
Spillover-Effekt
8
Bank
7
Systemic risk
7
Estimation
6
Führungskräfte
6
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6
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6
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27
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27
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English
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Chi, Xie
2
Wang, Gang-Jin
2
Ardakani, Omid M.
1
Belbachir, Mohammadine
1
Belhajjam, Abdellah
1
Boudreault, Mathieu
1
Brännäs, Kurt
1
Capelli, Paolo
1
Chen, Yu
1
Chen, Zhang
1
Cho, Yongbok
1
Deng, Chao
1
Doukas, John A.
1
El Ouardirhi, Saad
1
Foglia, Matteo
1
Gao, Yu
1
Gauthier, Geneviève
1
Gavronski, Pedro Gerhardt
1
González, Oliver
1
Grable, John E.
1
Haugom, Erik
1
Holmberg, Ulf
1
Hu, Min
1
Ielasi, Federica
1
Ji, Qiang
1
Ke, Rui
1
Keddad, Benjamin
1
Kim, Hyuksoo
1
Kim, Saejoon
1
Kleinow, Jacob
1
Lashkaripour, Mohammadhossein
1
Lee, Yong Woong
1
Li, Jianping
1
Liu, Jiatong
1
Liu, Zhidong
1
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1
Ma, Yan-Ran
1
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1
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1
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Finance research letters
Insurance / Mathematics & economics
96
Journal of banking & finance
58
Risks : open access journal
54
Journal of risk
41
European journal of operational research : EJOR
40
Economic modelling
30
Journal of risk management in financial institutions
30
The journal of operational risk
30
Energy economics
26
The North American journal of economics and finance : a journal of financial economics studies
25
International review of financial analysis
21
The journal of risk model validation
21
Journal of risk and financial management : JRFM
20
Quantitative finance
17
Discussion paper / Tinbergen Institute
15
International journal of theoretical and applied finance
15
Applied economics
14
International review of economics & finance : IREF
14
Research paper series / Swiss Finance Institute
14
The European journal of finance
14
Journal of econometrics
13
Journal of international financial markets, institutions & money
13
Finance and stochastics
12
International journal of finance & economics : IJFE
12
International journal of forecasting
12
Journal of empirical finance
12
Journal of financial stability
12
Working papers
12
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Research in international business and finance
10
SpringerLink / Bücher
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Journal of mathematical finance
9
Mathematics and financial economics
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
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ECONIS (ZBW)
27
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1
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong
;
Zhu, You
;
Wang, Gang-Jin
;
Chi, Xie
;
Wang, …
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
Saved in:
2
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
3
ESG tail risk : the Covid-19 market crash analysis
Lashkaripour, Mohammadhossein
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472312
Saved in:
4
Integrating ESG risks into value-at-risk
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473247
Saved in:
5
Network effects on risk co-movements : a network quantile autoregression-based analysis
Chen, Yu
;
Gao, Yu
;
Shu, Lei
;
Zhu, Xiaonan
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473650
Saved in:
6
Interconnectedness of financial institutions based on pledged shares in China
Yan, Guan
;
Liu, Zhidong
- In:
Finance research letters
57
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014507728
Saved in:
7
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
8
Influential risk spreaders and their contribution to the systemic risk in the cryptocurrency network
Yang, Ming-Yuan
;
Wang, Chengjin
;
Wu, Zhen-Guo
;
Wu, Xin
; …
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014519738
Saved in:
9
COVID-19 and tail-event driven network risk in the eurozone
Toan Luu Duc Huynh
;
Foglia, Matteo
;
Doukas, John A.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494902
Saved in:
10
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
11
Forecasting tail risk for Bitcoin : a dynamic peak over threshold approach
Ke, Rui
;
Yang, Luyao
;
Tan, Changchun
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013478773
Saved in:
12
Going green : insight from asymmetric risk spillover between investor attention and pro-environmental investment
Deng, Chao
;
Zhou, Xiaoying
;
Peng, Cheng
;
Zhu, Huiming
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013457372
Saved in:
13
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
Saved in:
14
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
15
Measuring the risk of Chinese Fintech industry : evidence from the stock index
Yao, Yinhong
;
Li, Jianping
;
Sun, Xiaolei
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805037
Saved in:
16
Tail-risk spillovers in cryptocurrency markets
Xu, Qiuhua
;
Zhang, Yixuan
;
Zhang, Ziyang
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012486076
Saved in:
17
Measuring systemic risk via GAS models and extreme value theory : revisiting the 2007 financial crisis
Gavronski, Pedro Gerhardt
;
Ziegelmann, Flavio A.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490211
Saved in:
18
Extreme risk spillover between Chinese and global crude oil futures
Yang, Yuying
;
Ma, Yan-Ran
;
Hu, Min
;
Zhang, Dayong
;
Ji, Qiang
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819882
Saved in:
19
Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Chen, Zhang
;
Yang, Yu
;
Yun, Po
- In:
Finance research letters
32
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430683
Saved in:
20
The role of bank funding in systematic risk transmission
Muijsson, Cherry
;
Satchell, Stephen
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430956
Saved in:
21
When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin
;
Chi, Xie
;
Wen, Danyan
;
Zhao, Longfeng
- In:
Finance research letters
31
(
2019
),
pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
Saved in:
22
Measuring systemic risk : a comparison of alternative market-based approaches
Kleinow, Jacob
;
Moreira, Fernando
;
Strobl, Sascha
; …
- In:
Finance research letters
21
(
2017
),
pp. 40-46
Persistent link: https://www.econbiz.de/10011807485
Saved in:
23
Robust multivairiate extreme value at risk allocation
Belhajjam, Abdellah
;
Belbachir, Mohammadine
;
El …
- In:
Finance research letters
23
(
2017
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011808275
Saved in:
24
A parsimonious quantile regression model to forecast day-ahead value-at-risk
Haugom, Erik
;
Ray, Rina
;
Ullrich, Carl J.
;
Veka, Steinar
; …
- In:
Finance research letters
16
(
2016
),
pp. 196-207
Persistent link: https://www.econbiz.de/10011656176
Saved in:
25
Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Finance research letters
11
(
2014
)
2
,
pp. 131-139
Persistent link: https://www.econbiz.de/10010441202
Saved in:
26
Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl
;
Holmberg, Ulf
;
Brännäs, Kurt
- In:
Finance research letters
8
(
2011
)
2
,
pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
Saved in:
27
Analytical Value-at-Risk and Expected Shortfall under regime-switching
Taamouti, Abderrahim
- In:
Finance research letters
6
(
2009
)
3
,
pp. 138-151
Persistent link: https://www.econbiz.de/10003888009
Saved in:
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