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~isPartOf:"Journal of econometrics"
~subject:"Finanzmarktregulierung"
~subject:"Theory"
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Finanzmarktregulierung
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Systemic risk
9
Systemrisiko
9
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4
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4
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4
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Härdle, Wolfgang
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Bianchi, Daniele
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Journal of econometrics
Journal of banking & finance
32
Journal of financial stability
30
Journal of economic dynamics & control
16
The journal of financial market infrastructures
11
Finance research letters
9
Journal of financial intermediation
9
Risks : open access journal
9
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Management science : journal of the Institute for Operations Research and the Management Sciences
8
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International review of financial analysis
7
Journal of banking regulation
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Journal of risk management in financial institutions
7
The review of financial studies
7
International journal of theoretical and applied finance
6
Journal of international financial markets, institutions & money
6
The journal of network theory in finance
6
Annual review of financial economics
5
Insurance / Mathematics & economics
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International review of economics & finance : IREF
5
Macroprudential supervision in insurance : theoretical and practical aspects
5
Quantitative finance
5
Computational economics
4
Economics letters
4
International journal of central banking : IJCB
4
Journal of economic behavior & organization : JEBO
4
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Operations research letters
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The American economic review
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The European journal of finance
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Applied economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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International journal of forecasting
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ECONIS (ZBW)
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1
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
2
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
3
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
Saved in:
4
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
5
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
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