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Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan - In: Review of financial economics : RFE 22 (2013) 3, pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
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COVID-19 crisis and risk spillovers to developing economies : evidence from Africa
Akhtaruzzaman, Md.; Benkraiem, Ramzi; Boubaker, Sabri; … - In: Journal of international development : the journal of … 34 (2022) 4, pp. 898-918
Persistent link: https://www.econbiz.de/10013279521
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Credit risk capital estimation under IRB approach for banks in India
Bajaj, Richa Verma - In: Journal of quantitative economics 16 (2018) 2, pp. 475-500
Persistent link: https://www.econbiz.de/10012418500
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Does the low-risk anomaly exist in the Indian equity market? : a test using alternative risk measures
Ali, Asgar; Badhani, K. N.; Kumar, Ashish - In: Journal of economic studies 49 (2022) 8, pp. 1422-1452
Persistent link: https://www.econbiz.de/10013455874
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Impact of COVID-19 pandemic risk and lockdown on the Indian economy
Bhadury, Soumya; Kamate, Vidya; Nath, Siddhartha - 2022
Persistent link: https://www.econbiz.de/10013197643
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Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli; Xu, Chunhui; Shiina, Takayuki - In: Applied economics letters 29 (2022) 18, pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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One-day-ahead forecast of state of turbulence based on today's economic situation
Chlebus, Marcin - In: Equilibrium : quarterly journal of economics and … 13 (2018) 3, pp. 357-389
Persistent link: https://www.econbiz.de/10012231957
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The impact of systemic risk on the diversification benefits of a risk portfolio
Busse, Marc; Dacorogna, Michel M.; Katz, Marie - In: Risks : open access journal 2 (2014) 3, pp. 260-276
Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit … it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a … probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance …
Persistent link: https://www.econbiz.de/10010399713
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Does risk culture affect banks' volatility? : the case of the G-SIBs
Coluccia, Daniela; Fontana, Stefano; Graziano, Elvira Anna - In: Corporate ownership & control : international … 15 (2017/2018) 1, pp. 33-43
Persistent link: https://www.econbiz.de/10011892948
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Market risk calculation for private equity fund-of-funds
Henzler, Jörg; George, Constantine - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 328-360
Persistent link: https://www.econbiz.de/10011980279