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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Journal of risk"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Financial crisis"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Risikomaß
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Dresdner Beiträge zu quantitativen Verfahren
Journal of risk
Pacific-Basin finance journal
Journal of banking & finance
22
Finance research letters
15
Discussion paper / Tinbergen Institute
12
Economic modelling
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International review of economics & finance : IREF
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23rd Australasian Finance and Banking Conference 2010 Paper
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1
Does systemic risk affect fund managers' tail risk-taking?
Xuan, Quansheng
;
Li, Zhiyong
;
Zhao, Tianyu
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014491185
Saved in:
2
Systemically important financial institutions and drivers of systemic risk : evidence from India
Narayan, Shivani
;
Kumar, Dilip
;
Bouri, Elie
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463391
Saved in:
3
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
4
Downside risk, financial conditions and systemic risk in China
Wang, Bo
;
Li, Haoran
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-47
Persistent link: https://www.econbiz.de/10013332753
Saved in:
5
Measuring systemic risk of the banking industry in China : a DCC-MIDAS-t approach
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yuan, Jing
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 13-31
Persistent link: https://www.econbiz.de/10012035069
Saved in:
6
The CoCVaR approach : systemic risk contribution measurement
Huang, Wei-Qiang
;
Uryasev, Stan
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011848936
Saved in:
7
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
8
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
9
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
10
Measuring systemic risk in the Korean banking sector via dynamic conditional correlation models
Yun, Jaeho
;
Moon, Hyejung
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 94-114
Persistent link: https://www.econbiz.de/10010499711
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