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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Systemic risk"
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Systemic risk
Risikomaß
78
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35
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35
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25
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Alshater, Muneer Maher
1
Amini, Hamed
1
Arreola-Hernandez, Jose
1
Bakoush, Mohamed
1
Batten, Jonathan A.
1
Bekiros, Stelios
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1
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1
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1
Shahzad, Syed Jawad Hussain
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1
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International journal of theoretical and applied finance
Journal of international financial markets, institutions & money
Finance research letters
19
Journal of banking & finance
19
International review of financial analysis
11
Economic modelling
10
Journal of financial stability
10
Applied economics letters
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Research in international business and finance
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SFB 649 discussion paper
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
7
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Pacific-Basin finance journal
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Risks : open access journal
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The European journal of finance
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Discussion paper / Tinbergen Institute
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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Journal of risk management in financial institutions
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Computational economics
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Emerging markets review
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IMF working papers
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International Journal of Financial Studies : open access journal
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LSE Research Online Documents on Economics
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Risk management : a journal of risk, crisis and disaster
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The journal of alternative investments
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The journal of risk model validation
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Afro-Asian Journal of Finance and Accounting : AAJFA
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ECONIS (ZBW)
9
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1
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:
2
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:
3
Margin requirements and systemic liquidity risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 78-95
Persistent link: https://www.econbiz.de/10012127827
Saved in:
4
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:
5
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:
6
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Shahzad, Syed Jawad Hussain
;
Arreola-Hernandez, Jose
; …
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 104-127
Persistent link: https://www.econbiz.de/10011990981
Saved in:
7
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
8
CVA under alternative settlement conventions and with systemic risk
Durand, Cyril
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10010233319
Saved in:
9
Stress testing the resilience of financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
Saved in:
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