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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Finanzmarktregulierung"
~subject:"Risk measure"
~subject:"Theory"
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Finanzmarktregulierung
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
46
Journal of financial stability
35
Finance research letters
26
Discussion paper / Centre for Economic Policy Research
19
Journal of economic dynamics & control
18
International review of financial analysis
15
IMF working papers
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14
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NBER working paper series
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11
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The journal of financial market infrastructures
11
Discussion paper / Tinbergen Institute
10
Journal of risk management in financial institutions
10
NBER Working Paper
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Applied economics letters
9
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Journal of financial intermediation
9
Journal of international financial markets, institutions & money
9
Mathematics and financial economics
9
Research paper series / Swiss Finance Institute
9
The North American journal of economics and finance : a journal of financial economics studies
9
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9
Pacific-Basin finance journal
8
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8
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8
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1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
Market discipline and systemic risk
Morrison, Alan
;
Walther, Ansgar
- In:
Management science : journal of the Institute for …
66
(
2020
)
2
,
pp. 764-782
Persistent link: https://www.econbiz.de/10012213231
Saved in:
3
Imperfect renegotiations in interbank financial networks
David, Alexander
;
Lehar, Alfred
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2342-2359
Persistent link: https://www.econbiz.de/10012039785
Saved in:
4
Vulnerability analysis of the financial network
Khabazian, Aein
;
Peng, Jiming
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3302-3321
Persistent link: https://www.econbiz.de/10012039993
Saved in:
5
Decentralized clearing in financial networks
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4681-4699
Persistent link: https://www.econbiz.de/10011932613
Saved in:
6
Understanding bank-run contagion
Brown, Martin
;
Trautmann, Stefan T.
;
Vlahu, Razvan
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2272-2282
Persistent link: https://www.econbiz.de/10011729387
Saved in:
7
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
8
Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Yang, Jian
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2343-2359
Persistent link: https://www.econbiz.de/10010202770
Saved in:
9
An axiomatic approach to systemic risk
Chen, Chen
;
Iyengar, Garud
;
Moallemi, Ciamac C.
- In:
Management science : journal of the Institute for …
59
(
2013
)
6
,
pp. 1373-1388
Persistent link: https://www.econbiz.de/10009777035
Saved in:
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