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isPartOf:"CFS Working Paper Series"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Credit risk"
~subject:"Spillover effect"
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Credit risk
Spillover effect
Risikomaß
32
Risk measure
32
Portfolio selection
13
Portfolio-Management
13
Theorie
11
Theory
11
Volatility
11
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Alshater, Muneer Maher
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CFS Working Paper Series
Journal of international financial markets, institutions & money
Journal of banking & finance
25
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of credit risk : published quarterly by Incisive Media
19
Energy economics
16
Finance research letters
16
Economic modelling
15
Journal of risk
15
Discussion paper / Tinbergen Institute
12
Risks : open access journal
12
Journal of risk management in financial institutions
11
The journal of risk model validation
11
Insurance / Mathematics & economics
8
International review of financial analysis
8
Journal of financial services research : JFSR
8
Discussion paper / Deutsche Bundesbank
7
European journal of operational research : EJOR
7
International review of economics & finance : IREF
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Research paper series / Swiss Finance Institute
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
Econometric Institute research papers
6
International journal of theoretical and applied finance
6
The European journal of finance
6
Discussion paper
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Dresdner Beiträge zu quantitativen Verfahren
5
Journal of financial stability
5
Pacific-Basin finance journal
5
The journal of structured finance
5
Wiley finance series
5
Applied economics letters
4
Bundesbank Series 2 Discussion Paper
4
HKIMR working paper
4
International journal of economics and financial issues : IJEFI
4
Journal of empirical finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Research in international business and finance
4
Springer eBook Collection
4
Sveriges Riksbank working paper series
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
BIS working papers
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ECONIS (ZBW)
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1
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
2
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
3
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
4
Portfolio risk and stress across the business cycle
Chakraborty, Sandip
;
Kakani, Ram Kumar
;
Sampath, Aravind
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533149
Saved in:
5
Mind the Basel gap
Jylhä, Petri
;
Lof, Matthijs
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013358728
Saved in:
6
International tail risk connectedness : network and determinants
Linh Hoang Nguyen
;
Lambe, Brenda John
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012801485
Saved in:
7
Forward-looking asset correlations in the estimation of economic capital
Chamizo, Álvaro
;
Fonollosa, Alexandre
;
Novales, Alfonso
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 264-288
Persistent link: https://www.econbiz.de/10012128297
Saved in:
8
Contagion risk in global banking sector
Daly, Kevin James
;
Batten, Jonathan A.
;
Mishra, Anil V.
; …
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012263308
Saved in:
9
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
Saved in:
10
Using expected shortfall for credit risk regulation
Osmundsen, Kjartan Kloster
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 80-93
Persistent link: https://www.econbiz.de/10012127600
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