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~isPartOf:"Research in international business and finance"
~subject:"Basel Accord"
~subject:"Kapitaleinkommen"
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Basel Accord
Kapitaleinkommen
Risikomaß
36
Risk measure
36
Portfolio selection
17
Portfolio-Management
17
Capital income
12
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Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
McMillan, David G.
2
Aboura, Sofiane
1
Aloui, Riadh
1
Boukef Jlassi, Nabila
1
Chan, Stephen
1
Chevallier, Julien
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Chiang, Thomas C.
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Jeribi, Ahmed
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Just, Małgorzata
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Karagozoglu, Ahmet K.
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Mefteh-Wali, Salma
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1
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Tan, Zhengxun
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1
Ur Rehman, Mobeen
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Research in international business and finance
Journal of banking & finance
34
Insurance / Mathematics & economics
25
Finance research letters
23
International review of financial analysis
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of risk
22
Econometric Institute research papers
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Discussion paper / Tinbergen Institute
17
Risks : open access journal
15
Working paper
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International journal of forecasting
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Journal of forecasting
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Journal of international financial markets, institutions & money
12
The journal of operational risk
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Applied economics
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Energy economics
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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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Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
10
Journal of financial econometrics
9
Quantitative finance
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The journal of risk model validation
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Journal of financial economics
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Journal of risk and financial management : JRFM
8
Pacific-Basin finance journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The journal of credit risk : published quarterly by Incisive Media
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Working papers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
CFS working paper series
6
International journal of theoretical and applied finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of economic dynamics & control
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Journal of financial stability
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The European journal of finance
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1
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
Saved in:
2
Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions
Echaust, Krzysztof
;
Just, Małgorzata
- In:
Research in international business and finance
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248962
Saved in:
3
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
4
Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak : a market and sectoral analysis
Aloui, Riadh
;
Jabeur, Sami Ben
;
Mefteh-Wali, Salma
- In:
Research in international business and finance
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014247870
Saved in:
5
An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen
;
Chu, Jeffrey
;
Zhang, Yuanyuan
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402146
Saved in:
6
Nonlinear tail dependence in cryptocurrency-stock market returns : the role of Bitcoin futures
Lahiani, Amine
;
Jeribi, Ahmed
;
Boukef Jlassi, Nabila
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266088
Saved in:
7
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
8
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
9
Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets
Chiang, Thomas C.
- In:
Research in international business and finance
47
(
2019
),
pp. 264-278
Persistent link: https://www.econbiz.de/10012135733
Saved in:
10
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
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