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~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bankrisiko"
~subject:"Risk"
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Bankrisiko
Risk
Risikomaß
248
Risk measure
248
Portfolio selection
104
Portfolio-Management
104
Theorie
96
Theory
96
Risk management
75
Risikomanagement
74
Risiko
59
Volatility
53
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49
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45
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Statistical distribution
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Capital income
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Kreditrisiko
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Systemrisiko
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Bank risk
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72
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Brandtner, Mario
3
Daníelsson, Jón
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Chou, Ray Yeutien
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Reboredo, Juan Carlos
2
Rösch, Daniel
2
Ugolini, Andrea
2
Allen, Linda
1
Alles, Lakshman
1
An, Yunbi
1
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1
Asai, Manabu
1
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1
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1
Boucher, Christophe
1
Brechmann, Eike
1
Brownlees, Christian
1
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1
Chabot, Ben
1
Changqing, Luo
1
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1
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1
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1
Claußen, Arndt
1
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1
Csiszár, Imre
1
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1
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1
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1
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1
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1
Du, Zaichao
1
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1
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1
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Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
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
Economic modelling
24
International review of financial analysis
23
Mathematics of operations research
22
Energy economics
21
Finance and stochastics
20
The journal of operational risk
20
Scandinavian actuarial journal
18
International journal of theoretical and applied finance
17
Journal of risk management in financial institutions
17
Mathematics and financial economics
17
Operations research
17
Applied economics
16
International review of economics & finance : IREF
15
Pacific-Basin finance journal
15
Research paper series / Swiss Finance Institute
15
Discussion paper / Tinbergen Institute
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Computational economics
13
Journal of risk and financial management : JRFM
13
Journal of mathematical finance
12
The European journal of finance
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
11
Journal of financial stability
11
Journal of international financial markets, institutions & money
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
The journal of risk model validation
10
Operations research letters
9
Research in international business and finance
9
Working papers
9
Applied economics letters
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ECONIS (ZBW)
72
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72
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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
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
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
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:
5
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
6
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
7
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
8
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
9
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
10
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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