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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Systemrisiko"
~subject:"systemic risk"
~type:"article"
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Engle, Robert F.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of banking & finance
110
Journal of financial stability
102
Finance research letters
54
Journal of risk management in financial institutions
35
Journal of international financial markets, institutions & money
34
Economic modelling
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International review of financial analysis
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Journal of economic dynamics & control
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Research in international business and finance
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
22
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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The journal of network theory in finance
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Journal of banking regulation
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of economics & finance : IREF
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Journal of international money and finance
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The review of financial studies
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Annual review of financial economics
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Applied economics letters
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Journal of Risk and Financial Management
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Journal of financial intermediation
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Energy economics
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International journal of central banking : IJCB
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Economics letters
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The journal of financial market infrastructures
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Computational economics
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Emerging markets review
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European journal of operational research : EJOR
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The European journal of finance
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Globalization and systemic risk
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International journal of finance & economics : IJFE
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Journal of financial economics
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The journal of alternative investments
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International journal of theoretical and applied finance
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Mathematics and financial economics
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1
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
2
Measuring the frequency dynamics of financial connectedness and systemic risk
Baruník, Jozef
;
Křehlík, Tomáš
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10011987767
Saved in:
3
Trans-Atlantic equity volatility connectedness : U.S. and European financial institutions, 2004-2014
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 81-127
Persistent link: https://www.econbiz.de/10011588540
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
Saved in:
6
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
7
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Saved in:
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