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  • Search: subject:"Event Risk"
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Year of publication
Subject
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event risk 7 Theorie 6 Risikomanagement 5 Theory 5 Risk management 4 Risiko 3 Risk 3 Volatility 3 Volatilität 3 rare event risk 3 Bankrisiko 2 Brexit 2 Credit risk 2 Financial crisis 2 Finanzkrise 2 Kreditrisiko 2 Nash-equilibrium 2 New Basel Accord 2 Option pricing theory 2 Optionspreistheorie 2 Syndicated lending 2 agency conflict 2 bank capital shocks 2 behavioral risk 2 callable debt 2 corporate finance 2 event risk covenants 2 financing 2 forecasting 2 foreign exchange options 2 game theory 2 implied distributions 2 network externalities 2 rating 2 simple game 2 structured provisions 2 systemic risk 2 value at risk 2 ARCH 1 Agency theory 1
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Online availability
All
Free 18
Type of publication
All
Book / Working Paper 10 Article 8
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Arbeitspapier 3 Article 2 Hochschulschrift 1
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Language
All
English 14 Undetermined 3 French 1
Author
All
Amen, Saeed 2 Bieta, Volker 2 Broll, Udo 2 Caballero, Julián 2 Clark, Iain J. 2 Milde, Hellmuth 2 Nirei, Makoto 2 Siebe, Wilfried 2 Sushko, Vladyslav 2 Tewari, Manish 2 Alexiou, Lykourgos 1 Alonso-Conde, Ana B. 1 Amato, Jeffery D. 1 Boos, Dominik 1 Caliendo, Frank 1 Dieckmann, Stephan 1 Du, Du 1 Gallmeyer, Michael 1 Goyal, Amit 1 Hunt, Erin Cottle 1 Kostakis, Alexandros 1 Luisi, Maurizio 1 Mondon, Sylvain 1 Monfort, Alain 1 Pan, Jun 1 Pegoraro, Fulvio 1 Renne, Jean-Paul 1 Rojo-Suárez, Javier 1 Rompolis, Leonidas 1 Roussellet, Guillaume 1 Singleton, Kenneth J. 1 Zou, Heng-fu 1
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Institution
All
Bank for International Settlements (BIS) 2 China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1 Fakultät Wirtschaftswissenschaften, Technische Universität Dresden 1 Society for Economic Dynamics - SED 1
Published in...
All
BIS Working Papers 2 Dresden Discussion Paper Series in Economics 2 2006 Meeting Papers 1 BIS working papers 1 CEMA Working Papers 1 International review of financial analysis 1 Macroeconomic dynamics 1 Monetary and Economic Studies 1 Research paper series / Swiss Finance Institute 1 Risks 1 Risks : open access journal 1 Série des documents de travail 1 The journal of futures markets 1 Verslas : teorija ir praktika : Vilniaus Gedimino Technikos Universiteto mokslo žurnalas 1 Verslas: Teorija ir praktika / Business: Theory and Practice 1
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Source
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ECONIS (ZBW) 9 RePEc 6 EconStor 3
Showing 1 - 10 of 18
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Have shifts in investor tastes led the market portfolio to capture ESG preferences?
Rojo-Suárez, Javier; Alonso-Conde, Ana B. - In: International review of financial analysis 91 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014446995
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Risky times : seasonality and event risk of commodities
Boos, Dominik - In: The journal of futures markets 44 (2024) 5, pp. 767-783
Persistent link: https://www.econbiz.de/10014536682
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Social security safety net with rare event risk
Hunt, Erin Cottle; Caliendo, Frank - In: Macroeconomic dynamics 28 (2024) 2, pp. 495-515
Persistent link: https://www.econbiz.de/10014485340
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Pricing event risk : evidence from concave implied volatility curves
Alexiou, Lykourgos; Goyal, Amit; Kostakis, Alexandros; … - 2021
-ante option-based signal for event risk in the underlying stock. Returns on delta-neutral straddles around EADs are significantly … lower in the presence of concave IV curves, showing that investors pay a high premium to hedge against this event risk …
Persistent link: https://www.econbiz.de/10012612931
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Une approche par la pratique des relations entre action, organisation et décision en contexte extrême : le cas de la course au large à la voile
Mondon, Sylvain - 2020
Persistent link: https://www.econbiz.de/10012663475
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Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain; Pegoraro, Fulvio; Renne, Jean-Paul; … - 2019 - This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
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Event risk covenants, design parameters and agency issues: A comparative study of high yield versus investment grade bonds
Tewari, Manish - In: Verslas: Teorija ir praktika / Business: Theory and Practice 19 (2018), pp. 331-341
We analyse security design parameters of 1,115 high yield (HY) and investment grade (IG) event risk covenants (ERC …
Persistent link: https://www.econbiz.de/10012703521
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Event risk covenants, design parameters and agency issues : a comparative study of high yield versus investment grade bonds
Tewari, Manish - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 19 (2018), pp. 331-341
We analyse security design parameters of 1,115 high yield (HY) and investment grade (IG) event risk covenants (ERC …
Persistent link: https://www.econbiz.de/10012019392
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Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
Clark, Iain J.; Amen, Saeed - In: Risks 5 (2017) 3, pp. 1-17
Much of the debate around a potential British exit (Brexit) from the European Union has centred on the potential macroeconomic impact. In this paper, we instead focus on understanding market expectations for price action around the Brexit referendum date. Extracting implied distributions from...
Persistent link: https://www.econbiz.de/10011996658
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Cover Image
Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
Clark, Iain J.; Amen, Saeed - In: Risks : open access journal 5 (2017) 3, pp. 1-17
Much of the debate around a potential British exit (Brexit) from the European Union has centred on the potential macroeconomic impact. In this paper, we instead focus on understanding market expectations for price action around the Brexit referendum date. Extracting implied distributions from...
Persistent link: https://www.econbiz.de/10011688238
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