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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Financial crisis"
~subject:"Volatility"
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Financial crisis
Volatility
Risikomaß
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Risk measure
43
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17
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15
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Dresdner Beiträge zu quantitativen Verfahren
Pacific-Basin finance journal
Journal of banking & finance
41
The North American journal of economics and finance : a journal of financial economics studies
39
Finance research letters
38
Energy economics
36
International review of financial analysis
27
Economic modelling
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International review of economics & finance : IREF
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Discussion paper / Tinbergen Institute
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Journal of risk and financial management : JRFM
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Applied economics
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International journal of forecasting
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Risks : open access journal
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Journal of economic dynamics & control
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Research in international business and finance
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CFS working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of mathematical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
European journal of operational research : EJOR
7
International journal of theoretical and applied finance
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Journal of international money and finance
7
Emerging markets review
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Financial innovation : FIN
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International journal of finance & economics : IJFE
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Journal of financial econometrics
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Risk management : a journal of risk, crisis and disaster
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ECONIS (ZBW)
13
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
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:
3
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:
4
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
5
The world price of tail risk
Lee, Kuan-hui
;
Yang, Cheol-Won
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014513928
Saved in:
6
Extreme linkages between foreign exchange and general financial markets
Wu, Chih-Chiang
;
Chen, Wei Peng
;
Korsakul, Nattawadee
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013209544
Saved in:
7
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:
8
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
9
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
10
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
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