//-->
Stress-testing the banking system : methodologies and applications
Quagliariello, Mario, (2009)
A framework for integrating different risks : the interaction between credit and interest rate risk
Sorensen, Steffen, (2009)
Stress-testing at the IMF
Moretti, Marina, (2009)
Benchmarking of unconditional VaR and ES calculation methods : a comparative simulation analysis with truncated stable distribution
Isogai, Takashi, (2014)
Analysis of dynamic correlation of Japanese stock returns with network clustering
Isogai, Takashi, (2017)
An empirical study of the dynamic correlation of Japanese stock returns
Isogai, Takashi, (2015)