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  • Search: subject:"FRM"
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Year of publication
Subject
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FRM (Financial Risk Meter) 3 Lasso Quantile Regression 3 Adjustable-Rate Mortgage (ARM) 2 China 2 Data Analytics 2 Data Visualization 2 EDA 2 FRM 2 Financial Network 2 Financial market 2 Financial risk 2 Finanzmarkt 2 Finanzrisiko 2 Fixed-Rate Mortgage (FRM) 2 Lasso 2 Parallel and Cluster Computing 2 Quantile Regression 2 Regression analysis 2 Regressionsanalyse 2 Risiko 2 Risk 2 Risk Analytics 2 Shapley value 2 Systemic Risk 2 Systemic risk 2 Systemrisiko 2 Value at Risk 2 credit risk 2 duration 2 fixation period 2 interest rate risk 2 maturity mismatch 2 Aktienmarkt 1 Bundling strategy 1 Competitive advantage 1 Credit risk 1 Emerging Markets 1 Entrepreneurial marketing 1 Entrepreneurship 1 Entrepreneurship approach 1
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Online availability
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Free 10 CC license 1
Type of publication
All
Book / Working Paper 7 Article 3
Type of publication (narrower categories)
All
Working Paper 7 Arbeitspapier 3 Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 3 Non-commercial literature 3
Language
All
English 10
Author
All
Althof, Michael 3 Basten, Christoph 2 Borke, Lukas 2 Guin, Benjamin 2 Härdle, Wolfgang 2 Wang, Ruting 2 Abebe Techan Tolossa 1 Bag, Raul Cristian 1 Ben Amor, Souhir 1 Bian, Yaya 1 Conda, Alexandra Ioana 1 Gautam, Raj Kumar 1 Härdle, Wolfgang Karl 1 Koch, Cathérine 1 Koch, Cathérine Tahmee 1 Manjit Singh 1 Mazurencu-Marinescu-Pele, Miruna 1 Pele, Daniel Traian 1 Reimann, Marc 1 Strat, Vasile Alecsandru 1 Zhang, Weihua 1
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Published in...
All
IRTG 1792 Discussion Paper 2 CESifo Working Paper 1 CESifo working papers 1 Central European journal of operations research 1 IRTG 1792 discussion paper 1 Journal of innovation and entrepreneurship : JIE 1 Romanian journal of economic forecasting 1 SFB 649 Discussion Paper 1 SFB 649 discussion paper 1
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Source
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ECONIS (ZBW) 6 EconStor 4
Showing 1 - 10 of 10
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Unveiling the nexus : the crucial role of competitive advantage in bridging entrepreneurial marketing practices and sustainable frm performance in small and medium enterprises
Abebe Techan Tolossa; Manjit Singh; Gautam, Raj Kumar - In: Journal of innovation and entrepreneurship : JIE 13 (2024), pp. 1-24
, focusing on the mediating role of competitive advantage, in ensuring the sustainability of frm performance. Descriptive … practices, competitive advantage, and sustainability of frm performance, with competitive advantage partially mediating the … resource usage, and enhancing innovation to improve competitive advantage and sustain frm performance. From a social …
Persistent link: https://www.econbiz.de/10015197571
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Can direct fnance within a servitizing supply chain reduce the moral hazard associated with the servitized user's care of the product?
Bian, Yaya; Reimann, Marc; Zhang, Weihua - In: Central European journal of operations research 32 (2024) 2, pp. 335-356
Persistent link: https://www.econbiz.de/10014538828
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Financial risk meter for the Romanian stock market
Pele, Daniel Traian; Conda, Alexandra Ioana; Bag, Raul … - In: Romanian journal of economic forecasting 26 (2023) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10014279606
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FRM Financial Risk Meter for Emerging Markets
Ben Amor, Souhir; Althof, Michael; Härdle, Wolfgang Karl - 2021
against this risk. In this paper, a daily systemic risk measure, called FRM (Financial Risk Meter) is proposed. The FRM@ EM is … over respective US Treasuries and the above-mentioned countries' currencies. The results indicated that the FRM of EMs' FIs …-event optimized portfolios. For that purpose, an overlapping region between portfolio optimization strategies and FRM network …
Persistent link: https://www.econbiz.de/10012433274
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A financial risk meter for China
Wang, Ruting; Althof, Michael; Härdle, Wolfgang - 2021
This paper develops a new risk meter specifically for China - FRM@China - to detect systemic financial risk as well as … the most popular financial risk measure, FRM@China has less noise. It also emitted a risk signature much earlier than the … CBOE FIX VIX index in the 2020 COVID pandemic. In addition, FRM@China uses a single quantile-lasso regression model to …
Persistent link: https://www.econbiz.de/10012745144
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A financial risk meter for China
Wang, Ruting; Althof, Michael; Härdle, Wolfgang - 2021
This paper develops a new risk meter specifically for China - FRM@China - to detect systemic financial risk as well as … the most popular financial risk measure, FRM@China has less noise. It also emitted a risk signature much earlier than the … CBOE FIX VIX index in the 2020 COVID pandemic. In addition, FRM@China uses a single quantile-lasso regression model to …
Persistent link: https://www.econbiz.de/10012697483
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RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods
Borke, Lukas - 2017
(FRM) project, the R package RiskAnalytics has been developed. Its main goal is to provide data processing and parallelized … and the up-to-date FRM can be found on http://frm.wiwi.hu-berlin.de. Supplementary R codes are published on www ….quantlet.de with the keyword FRM. The RiskAnalytics package is a convenient tool with the purpose of integrating lasso penalized …
Persistent link: https://www.econbiz.de/10011663447
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How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market
Basten, Christoph; Guin, Benjamin; Koch, Cathérine Tahmee - 2017
We exploit a unique data set that features both un-intermediated mortgage requests and independent offers from multiple banks for each request. We show that households typically are not prudent risk managers but prioritize the minimization of current mortgage payments over the risk of possible...
Persistent link: https://www.econbiz.de/10011744955
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How do banks and households manage interest rate risk? : evidence from the Swiss mortgage market
Basten, Christoph; Guin, Benjamin; Koch, Cathérine - 2017
We exploit a unique data set that features both un-intermediated mortgage requests and independent offers from multiple banks for each request. We show that households typically are not prudent risk managers but prioritize the minimization of current mortgage payments over the risk of possible...
Persistent link: https://www.econbiz.de/10011721608
Saved in:
Cover Image
RiskAnalytics : an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods
Borke, Lukas - 2017
(FRM) project, the R package RiskAnalytics has been developed. Its main goal is to provide data processing and parallelized … and the up-to-date FRM can be found on http://frm.wiwi.hu-berlin.de. Supplementary R codes are published on www ….quantlet.de with the keyword FRM. The RiskAnalytics package is a convenient tool with the purpose of integrating lasso penalized …
Persistent link: https://www.econbiz.de/10011619517
Saved in:
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