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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Bankrisiko"
~subject:"Risk"
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Bankrisiko
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250
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105
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Brandtner, Mario
3
Daníelsson, Jón
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International review of financial analysis
Journal of banking & finance
Insurance / Mathematics & economics
126
European journal of operational research : EJOR
55
Risks : open access journal
52
Finance research letters
38
Journal of risk
35
Quantitative finance
27
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24
Mathematics of operations research
22
Energy economics
21
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The North American journal of economics and finance : a journal of financial economics studies
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Scandinavian actuarial journal
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International journal of theoretical and applied finance
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Journal of risk management in financial institutions
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Mathematics and financial economics
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of risk and financial management : JRFM
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The European journal of finance
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Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
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Journal of financial stability
11
Journal of international financial markets, institutions & money
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of risk model validation
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Operations research letters
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ECONIS (ZBW)
76
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1
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10
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76
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date (oldest first)
1
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
2
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
3
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
Saved in:
4
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
5
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
8
Systemic risk in the Chinese financial system : a panel Granger causality analysis
Cincinelli, Peter
;
Pellini, Elisabetta
;
Urga, Giovanni
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013431113
Saved in:
9
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
10
Asset pricing anomalies : liquidity risk hedgers or liquidity risk spreaders?
Virk, Nader Shahzad
;
Butt, Hilal Anwar
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013410674
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