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  • Search: subject:"Marginal Expected Shortfall"
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Year of publication
Subject
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Risikomaß 52 Risk measure 52 Systemic risk 51 Systemrisiko 46 Financial crisis 42 Finanzkrise 42 Theorie 24 Theory 24 Bank risk 22 Bankrisiko 22 Risikomanagement 22 Risk management 22 Marginal Expected Shortfall 20 Marginal expected shortfall 19 Measurement 19 Messung 19 Risiko 19 Risk 19 marginal expected shortfall 19 Bank 13 systemic risk 13 CoVaR 9 SRISK 8 Systemic Risk 8 Bankenkrise 7 Banking crisis 7 Capital income 7 Kapitaleinkommen 7 Multivariate Verteilung 7 Multivariate distribution 7 Portfolio selection 7 Portfolio-Management 7 Volatility 7 Welt 7 World 7 ARCH model 6 ARCH-Modell 6 Börsenkurs 6 China 6 Share price 6
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Online availability
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Undetermined 35 Free 25 CC license 2
Type of publication
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Article 52 Book / Working Paper 20
Type of publication (narrower categories)
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Article in journal 44 Aufsatz in Zeitschrift 44 Working Paper 11 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 2 Aufsatz im Buch 1 Book section 1
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Language
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English 59 Undetermined 13
Author
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Löffler, Gunter 4 Qin, Xiao 4 Raupach, Peter 4 Chakroun, Mohamed Amin 3 Gallali, Mohamed Imen 3 Angaman, Ehounou Serge Eloge Florentin 2 Banulescu, Georgiana-Denisa 2 Battaglia, Francesca 2 Bostandzic, Denefa 2 Chen Zhou 2 Chen, Jiusheng 2 Davidson, Sharada Nia 2 Dumitrescu, Elena-Ivona 2 Engle, Robert F. 2 Gallo, Angela 2 Jondeau, Eric 2 Kleinow, Jacob 2 Li, Jinzhu 2 Li, Xiaodan 2 Moccero, Diego Nicolas 2 Moon, Hyejung 2 Muteba Mwamba, John 2 Neumann, Sascha 2 Rockinger, Michael 2 Sheppard, Kevin 2 Stupfler, Gilles 2 Talasli, Irem 2 Yu, Min-Teh 2 Yun, Jaeho 2 Zeldea, Cristina 2 Al-Banna, Hasan 1 Asimit, Alexandru 1 BARONE-ADESI, Giovanni 1 Banulescu, Denisa 1 Bianchi, Michele Leonardo 1 Bouri, Elie 1 Brownlees, Christian 1 Cavaliere, Giuseppe 1 Chang, Carolyn C. W. 1 Cipollini, Fabrizio 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, Oxford University 1 Deutsche Bundesbank 1 Risk Management Institute 1 School of Finance, Universität St. Gallen 1 Türkiye Cumhuriyet Merkez Bankası 1 World Scientific Publishing Co. Pte. Ltd. 1 de Nederlandsche Bank 1
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Published in...
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Journal of banking & finance 5 Insurance / Mathematics & economics 3 Pacific-Basin finance journal 3 Applied economics letters 2 Finance research letters 2 International review of economics & finance : IREF 2 Journal of Banking & Finance 2 Journal of risk 2 Research paper series / Swiss Finance Institute 2 Administrative Sciences 1 Administrative Sciences : open access journal 1 Advances in Pacific Basin business, economics and finance 1 African journal of accounting, auditing and finance : AJAAF 1 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Annals of financial economics 1 Bundesbank Discussion Paper 1 CORE Discussion Papers 1 Central Bank Review 1 Central Bank review / The Central Bank of the Republic of Turkey 1 Challenges in Fiscal and Monetary Policies in Mongolia 1 China finance review international 1 DNB Working Papers 1 DNB working paper 1 Department of Economics discussion paper series / University of Oxford 1 Discussion Papers / Deutsche Bundesbank 1 ECB Working Paper 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Finance a úvěr 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 International Review of Financial Analysis 1 International journal of banking, accounting and finance 1 International journal of banking, accounting and finance : IJBAAF 1 International journal of economics and financial issues : IJEFI 1 International journal of emerging markets 1 International review of financial analysis 1 Iranian economic review : journal of University of Tehran 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of economics and finance 1 Journal of financial and quantitative analysis : JFQA 1
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Source
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ECONIS (ZBW) 55 RePEc 13 EconStor 4
Showing 71 - 72 of 72
Cover Image
Systemic Risk and Sentiment Chapter Contribution to Handbook on Systemic Risk
BARONE-ADESI, Giovanni; MANCINI, Loriano; SHEFRIN, Hersh
measure systemic risk, we use Marginal Expected Shortfall. To measure sentiment, we apply a behavioral extension of …
Persistent link: https://www.econbiz.de/10010695733
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Cover Image
Global Credit Review:Volume 3
World Scientific Publishing Co. Pte. Ltd.
<i>Global Credit Review</i> is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory landscape. The third volume provides some critical analysis, reviews the introduction of new regulations and also offers new insights to address...
Persistent link: https://www.econbiz.de/10011010986
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