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~isPartOf:"Journal of banking & finance"
~subject:"Financial services"
~subject:"Finanzkrise"
~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
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Financial services
Finanzkrise
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Risikomaß
181
Risk measure
181
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83
Theory
83
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77
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Weiß, Gregor
4
McNeil, Alexander J.
3
Bernard, Carole
2
Daníelsson, Jón
2
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2
Gordy, Michael B.
2
Peña Sánchez de Rivera, Juan Ignacio
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2
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1
An, Yunbi
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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Journal of banking & finance
Finance research letters
53
International journal of forecasting
51
Discussion paper / Tinbergen Institute
32
Journal of forecasting
32
Journal of risk
31
Risks : open access journal
31
The journal of risk model validation
28
International review of financial analysis
25
The North American journal of economics and finance : a journal of financial economics studies
24
Economic modelling
22
The journal of credit risk : published quarterly by Incisive Media
21
Journal of risk management in financial institutions
20
The European journal of finance
19
International review of economics & finance : IREF
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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Pacific-Basin finance journal
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International journal of theoretical and applied finance
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School of Accounting, Finance and Economics & FEMARC working paper series
10
The journal of operational risk
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of financial stability
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
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
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
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
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