Search Results - Business Economics

Vines climbing higher : risk management for commodity futures markets using a regular vine copula approach

Li, Hemei; Liu, Zhenya; Wang, Shixuan - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2438-2457

Persistent link: https://www.econbiz.de/10013184895

Did COVID-19 increase equity market risk exposure? : evidence from China, the UK, and the US

Li, Matthew C.; Lai, Catherine C.; Xiao, Ling - In: Applied economics letters 29 (2022) 6, pp. 567-571

Persistent link: https://www.econbiz.de/10012873353

A gradient boosting approach to estimating tail risk interconnectedness

Long, Yunshen; Zeng, LinQing; Wang, Jing; Long, Xingchen; … - In: Applied economics 54 (2022) 8, pp. 862-879

Persistent link: https://www.econbiz.de/10012874756

Dependence and systemic risk analysis between S&P 500 index and sector indexes : a conditional value-at-risk approach

Jiao, Shoukun; Ye, Wuyi - In: Computational economics 59 (2022) 3, pp. 1203-1229

Persistent link: https://www.econbiz.de/10013169244

Corporate governance and firm-level jump and volatility risks

Tadele, Haileslasie; Ruan, Xinfeng; Li, Weihan - In: Applied economics 54 (2022) 22, pp. 2529-2553

Persistent link: https://www.econbiz.de/10013171097

On the extraction of cyber risks from structured products

Verlaine, Michel - In: Applied economics 54 (2022) 22, pp. 2570-2581

Persistent link: https://www.econbiz.de/10013171105

Do stop-loss rules add value in international equity market allocation?

Dai, Bochuan; Marshall, Ben R.; Nguyen, Nhut; … - In: Applied economics 54 (2022) 14, pp. 1584-1597

Persistent link: https://www.econbiz.de/10012875527

Optimal spending on cybersecurity measures : risk management

Kissoon, Tara - 2022

Practice - Business Continuity Management -- Cybersecurity Risk Management Framework -- Case Studies. … economic models and theories from the economics of information security and risk management frameworks. Based on unique and … the implementation of the security control is not easily measured, a business leader's decision to fund security measures …

Persistent link: https://www.econbiz.de/10012522280

Inequality and risk management : evidence from a lab experiment in Ghana

Gallenstein, Richard A. - In: Economics letters 211 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013172062

Risk of regulatory failure of "risk-based regulation" while using enterprise risk management as a meta-regulatory toolkit

Manirujjāmāna, Mohāmmada - In: Asian journal of economics and banking : AJEB 6 (2022) 1, pp. 103-121

Purpose - Debate is growing around the expansion of risk-based regulation. The regulation scholarship provides evidence of regulatory failure of the risk-based approach in different domains, including financial regulation. Therefore, this paper aims to provide cautionary evidence about the risk...

Persistent link: https://www.econbiz.de/10012939061

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