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isPartOf:"CFS Working Paper Series"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Portfolio selection"
~subject:"Spillover effect"
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Portfolio selection
Spillover effect
Risikomaß
32
Risk measure
32
Portfolio-Management
13
Theorie
11
Theory
11
Volatility
11
Volatilität
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Spillover-Effekt
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Hammoudeh, Shawkat
2
Harris, Richard D. F.
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Aloui, Chaker
1
Alshater, Muneer Maher
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Arreola-Hernandez, Jose
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Bekiros, Stelios
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CFS Working Paper Series
Journal of international financial markets, institutions & money
Insurance / Mathematics & economics
105
Journal of banking & finance
79
European journal of operational research : EJOR
60
Journal of risk
57
Finance research letters
46
Risks : open access journal
45
The North American journal of economics and finance : a journal of financial economics studies
37
Economic modelling
35
Quantitative finance
34
International review of financial analysis
32
Discussion paper / Tinbergen Institute
27
Journal of risk and financial management : JRFM
27
Energy economics
25
International journal of theoretical and applied finance
22
Journal of economic dynamics & control
21
Applied economics
20
The European journal of finance
20
International review of economics & finance : IREF
19
Journal of empirical finance
19
Computational economics
18
Research in international business and finance
18
Research paper series / Swiss Finance Institute
18
The journal of risk model validation
18
Finance and stochastics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Econometric Institute research papers
16
Operations research
16
Journal of econometrics
15
The journal of asset management
15
Working papers
14
International journal of forecasting
13
Pacific-Basin finance journal
13
Scandinavian actuarial journal
13
Journal of forecasting
12
The journal of credit risk : published quarterly by Incisive Media
12
Applied economics letters
11
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Mathematics and financial economics
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ECONIS (ZBW)
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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
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
4
Carry and conditional value at risk trend : capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts
Hertrich, Daniel
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014245938
Saved in:
5
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:
6
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
7
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:
8
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:
9
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
10
Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander
;
Koubaa, Yosra
;
BenSaïda, Ahmed
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
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