//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Hammoudeh, Shawkat"
~subject:"Kapitaleinkommen"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expected tail loss"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Risikomaß
29
Risk measure
29
Portfolio selection
22
Portfolio-Management
22
Volatility
14
Volatilität
14
Aktienmarkt
11
Capital income
11
Stock market
11
Risikomanagement
10
Risk management
10
Börsenkurs
9
Share price
9
Multivariate Verteilung
7
Multivariate distribution
7
Edelmetall
6
Oil price
6
Precious metal
6
USA
6
United States
6
Ölpreis
6
1995-2009
5
Risk
5
ARCH model
4
ARCH-Modell
4
BRICS countries
4
BRICS-Staaten
4
Erdöl
4
Hedging
4
Petroleum
4
Risiko
4
Spillover effect
4
Spillover-Effekt
4
Statistical distribution
4
Statistische Verteilung
4
Stock markets
4
VaR
4
Value at risk
4
Bank risk
3
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
7
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
Author
All
Hammoudeh, Shawkat
McAleer, Michael
18
Stoja, Evarist
10
Polanski, Arnold
9
Bali, Turan G.
8
Almeida, Caio
7
Asai, Manabu
7
Allen, David E.
6
Ardia, David
6
Caporin, Massimiliano
6
Chiang, Thomas C.
6
Garcia, René
6
Jiang, Hao
6
Ruenzi, Stefan
6
Weigert, Florian
6
Ardison, Kym
5
Demirtas, K. Ozgur
5
Gupta, Rangan
5
Haas, Markus
5
Karmakar, Madhusudan
5
Kelly, Bryan T.
5
Liu, Jinjing
5
Long, Huaigang
5
Paolella, Marc S.
5
Scharth, Marcel
5
Valdesogo, Alfonso
5
Barunik, Jozef
4
Bauwens, Luc
4
Bi̇rbi̇l, Ş. İlker
4
Gyntelberg, Jacob
4
Heinen, Andréas
4
Hoogerheide, Lennart F.
4
Kaynar, Bahar
4
Liu, Tengdong
4
Mittnik, Stefan
4
Nguyen, Duc Khuong
4
Patton, Andrew J.
4
Schrimpf, Andreas
4
Wied, Dominik
4
Zhu, Yifeng
4
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Econometric Institute research papers
2
Working paper
2
Applied economics
1
Emerging markets review
1
Energy economics
1
Journal of international money and finance
1
Pacific-Basin finance journal
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
2
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
3
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
4
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619368
Saved in:
5
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
6
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003989642
Saved in:
7
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Janabi, Mazin A. M. al
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
8
Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
Liu, Tengdong
;
Hammoudeh, Shawkat
;
Santos, Paulo Araújo
- In:
Journal of international money and finance
44
(
2014
),
pp. 47-68
Persistent link: https://www.econbiz.de/10010391088
Saved in:
9
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
10
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->