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type:"article"
subject:"Financial crisis"
~isPartOf:"Journal of economic dynamics & control"
~type_genre:"Article in journal"
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Aldasoro, Iñaki
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Bu, Di
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Journal of economic dynamics & control
Journal of risk management in financial institutions
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International review of financial analysis
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Journal / The Capco Institute : journal of financial transformation
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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European financial management : the journal of the European Financial Management Association
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Emerging markets review
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Journal of central banking theory and practice
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Journal of money, credit and banking : JMCB
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Journal of multinational financial management
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1
Contagion accounting in stress-testing
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
Saved in:
2
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero
;
Zaoli, Silvia
;
Campajola, Carlo
; …
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
Saved in:
3
Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
Saved in:
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