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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial stability"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
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Finanzkrise
Prognoseverfahren
Risikomaß
199
Risk measure
199
Theorie
90
Theory
90
Portfolio selection
80
Portfolio-Management
80
Risikomanagement
59
Risk management
59
Risiko
48
Risk
48
Statistical distribution
33
Statistische Verteilung
33
Systemic risk
29
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27
Estimation
26
Schätzung
26
Bank risk
25
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25
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25
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Systemrisiko
25
Basel Accord
24
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Measurement
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Messung
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19
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19
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17
Finanzdienstleistung
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Value-at-Risk
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41
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Weiß, Gregor
4
López-Espinosa, Germán
2
McNeil, Alexander J.
2
Rubia, Antonio
2
Valderrama, Laura
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Amini, Hamed
1
Antón, Miguel
1
Balla, Eliana
1
Banulescu, Georgiana-Denisa
1
Beirlant, Jan
1
Berens, Tobias
1
Bernard, Carole
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Chabot, Ben
1
Chiu, Wan-chien
1
Clements, Adam
1
Consigli, Giorgio
1
Cui, Xuecan
1
Cui, Xueting
1
Daníelsson, Jón
1
Dias, Alexandra
1
Drovandi, Christopher
1
Du, Zaichao
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
Ergen, Ibrahim
1
Escanciano, Juan Carlos
1
Farmer, J. Doyne
1
Fethı, Meryem Duygun
1
Gaglianone, Wagner Piazza
1
Gagnon, Marie-Hélène
1
Geanakoplos, John
1
Ghysels, Eric
1
Gordy, Michael B.
1
Hua, Jian
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Journal of banking & finance
Journal of financial stability
International journal of forecasting
45
Finance research letters
37
Journal of forecasting
32
Discussion paper / Tinbergen Institute
26
International review of financial analysis
21
The North American journal of economics and finance : a journal of financial economics studies
21
Economic modelling
18
Risks : open access journal
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
16
Applied economics
15
Journal of risk
15
Econometric Institute research papers
14
International review of economics & finance : IREF
14
Energy economics
13
Journal of economic dynamics & control
13
Journal of risk and financial management : JRFM
13
The journal of risk model validation
13
Applied economics letters
12
The European journal of finance
12
Working paper
12
Journal of financial econometrics
11
Computational economics
10
Journal of international financial markets, institutions & money
10
Journal of risk management in financial institutions
10
Pacific-Basin finance journal
10
Quantitative finance
10
Journal of econometrics
9
Research in international business and finance
9
Working papers
9
European journal of operational research : EJOR
8
Risk management : a journal of risk, crisis and disaster
7
CFS working paper series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Research paper series / Swiss Finance Institute
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
Staff working papers / Bank of England
6
The journal of asset management
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ECONIS (ZBW)
41
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1
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:
2
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
3
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:
4
A Bayesian approach for more reliable tail risk forecasts
Li, Dan
;
Clements, Adam
;
Drovandi, Christopher
- In:
Journal of financial stability
64
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014284929
Saved in:
5
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
6
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
7
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
8
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
9
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
10
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
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