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~isPartOf:"Journal of banking & finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Mikroform"
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Stress test
8
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7
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6
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Aufsatz in Zeitschrift
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Breuer, Thomas
1
Cont, Rama
1
Cox, Caleb
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Fernandes, Marcelo
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Journal of banking & finance
Journal of risk management in financial institutions
22
Journal of financial stability
14
Journal of economic dynamics & control
5
The journal of risk model validation
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Economic & financial modelling : a journal of the European Economics and Financial Centre
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Finance research letters
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Financial stability report
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Journal of banking regulation
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Journal of central banking theory and practice
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Journal of international financial markets, institutions & money
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The European journal of finance
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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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Applied economics letters
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Economics letters
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Finanzmarktstabilitätsbericht
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Global credit review
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International journal of central banking : IJCB
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International journal of production economics
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Research in international business and finance
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Review of finance : journal of the European Finance Association
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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The review of financial studies
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
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American journal of finance and accounting
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ECONIS (ZBW)
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1
Stress tests and information disclosure : an experimental analysis
Cox, Caleb
;
Davis, Douglas D.
;
Korenok, Oleg
;
Lightle, John
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492166
Saved in:
2
Scenario-free analysis of financial stability with interacting contagion channels
Wiersema, Garbrand
;
Kleinnijenhuis, Alissa M.
;
Wetzer, …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248196
Saved in:
3
Predicting the stressed expected loss of large U.S. banks
Jondeau, Eric
;
Khalilzadeh, Amir
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013400099
Saved in:
4
Stress testing and bank business patterns : a regression discontinuity study
García, Raffi E.
;
Steele, Suzanne
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013401972
Saved in:
5
March madness in Wall Street : (what) does the market learn from stress tests?
Fernandes, Marcelo
;
Igan, Deniz
;
Pinheiro, Marcelo
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012225253
Saved in:
6
Liquidity at risk : joint stress testing of solvency and liquidity
Cont, Rama
;
Kotlicki, Artur
;
Valderrama, Laura
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520907
Saved in:
7
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
8
Least impulse response estimator for
stress
test
exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
9
Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes
- In:
Journal of banking & finance
70
(
2016
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Saved in:
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