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  • Search: subject:"Market risk"
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Year of publication
Subject
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Market risk 1,005 Marktrisiko 972 Risk management 407 Risikomanagement 394 market risk 382 Theorie 373 Theory 371 Risiko 337 Risk 329 Risikomaß 285 Risk measure 282 Portfolio-Management 277 Portfolio selection 274 Volatility 199 Credit risk 197 Volatilität 192 Kreditrisiko 179 Bankrisiko 170 Bank risk 169 Risikoprämie 160 Risk premium 160 CAPM 147 Basel Accord 131 Basler Akkord 127 Schätzung 121 Estimation 120 Kapitaleinkommen 116 Welt 116 Capital income 115 World 113 risk management 112 Börsenkurs 95 Share price 95 credit risk 93 ARCH model 85 ARCH-Modell 85 Aktienmarkt 84 Stock market 82 Financial market 78 Finanzmarkt 78
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Online availability
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Free 746 Undetermined 397 CC license 35
Type of publication
All
Article 885 Book / Working Paper 765 Journal 3 Other 1
Type of publication (narrower categories)
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Article in journal 606 Aufsatz in Zeitschrift 606 Working Paper 178 Graue Literatur 150 Non-commercial literature 150 Arbeitspapier 125 Aufsatz im Buch 73 Book section 73 Hochschulschrift 50 Thesis 40 Collection of articles of several authors 31 Sammelwerk 31 Article 29 Aufsatzsammlung 24 research-article 16 Dissertation u.a. Prüfungsschriften 11 Handbook 7 Handbuch 7 Konferenzschrift 7 Lehrbuch 7 Bibliografie enthalten 5 Bibliography included 5 Case study 5 Fallstudie 5 Textbook 5 Collection of articles written by one author 3 Conference proceedings 3 Glossar enthalten 3 Glossary included 3 Sammlung 3 Conference paper 2 Guidebook 2 Konferenzbeitrag 2 Ratgeber 2 Research Report 2 review-article 2 Amtsdruckschrift 1 Bibliografie 1 Congress Report 1 Government document 1
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Language
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English 1,183 Undetermined 305 German 135 Spanish 11 Polish 7 French 6 Czech 3 Norwegian 1 Portuguese 1 Romanian 1 Slovenian 1
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Author
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Fernandez, Pablo 18 Dionne, Georges 17 McAleer, Michael 17 Bartram, Söhnke M. 16 Stulz, René M. 16 Brown, Gregory W. 14 Hassani, Samir Saissi 13 Dowd, Kevin 11 Allen, David E. 10 Fernández, Pablo 10 Bask, Mikael 9 Diebold, Francis X. 9 Krebs, Tom 9 Aguirreamalloa, Javier 8 Orlowski, Lucjan T. 8 Alexander, Carol 7 Campisi, Giovanni 7 Fernández Acín, Isabel 7 Gürtler, Marc 7 Kaserer, Christoph 7 Muzzioli, Silvia 7 Packham, Natalie 7 Wehn, Carsten 7 Batten, Jonathan A. 6 Bernales, Alejandro 6 Carpenter, Jennifer N. 6 Chang, Chia-Lin 6 Chlebus, Marcin 6 Cortazar, Gonzalo 6 Lu, Fangzhou 6 Piazolo, Daniel 6 Romeike, Frank 6 Stein, Michael 6 Stoyanov, Stoyan V. 6 Todorov, Viktor 6 Wagner, Niklas F. 6 Whitelaw, Robert F. 6 Al-Hadi, Ahmed 5 Beuermann, Diether W. 5 Drenovak, Mikica 5
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Institution
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International Monetary Fund (IMF) 106 International Monetary Fund 83 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 12 National Bureau of Economic Research 8 IESE Business School, Universidad de Navarra 7 HAL 5 Basel Committee on Banking Supervision 4 C.E.P.R. Discussion Papers 4 EconWPA 4 European Central Bank 4 Banco de la Republica de Colombia 3 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Henley Business School, University of Reading 3 Verlag Dr. Kovač 3 Banca d'Italia 2 Business School, University of Sydney 2 Department of Economics, University of Pennsylvania 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Facultatea de Finante şi Banci, Universitatea Spiru Haret 2 Finance Discipline Group, Business School 2 Frankfurt School of Finance and Management 2 Fritz Knapp Verlag 2 Institut für Wirtschaftsforschung Halle (IWH) 2 Institute for the Study of Labor (IZA) 2 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 2 School of Economics and Finance, Business School 2 Springer-Verlag GmbH 2 Tinbergen Instituut 2 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 2 Victoria Business School, Victoria University of Wellington 2 Agricultural Economics Society - AES 1 BANCO DE LA REPÚBLICA 1 Banca Monte dei Paschi di Siena 1 Bank-Verlag GmbH 1 Banka e Shqipërisë 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 Bundesbank Symposium Bankenaufsicht im Dialog <20., 2016, Frankfurt am Main> 1 Bundesbank Symposium Bankenaufsicht im Dialog <2017, Frankfurt am Main> 1 CASE-Center for Social and Economic Research 1 CESifo 1
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Published in...
All
IMF Staff Country Reports 79 IMF Working Papers 24 Journal of risk 18 Finance research letters 15 Journal of banking & finance 14 Managerial Finance 14 Journal of risk management in financial institutions 12 MPRA Paper 12 Risiko-Manager 12 Energy economics 11 Risks : open access journal 11 Economic modelling 8 International review of financial analysis 8 NBER working paper series 8 IESE Research Papers 7 International journal of economics and finance 7 Journal of risk and financial management : JRFM 7 Risks 7 SpringerLink / Bücher 7 The journal of real estate research 7 The professional risk managers' guide to financial instruments 7 Working Paper 7 Working papers 7 Applied economics 6 Applied economics letters 6 IZA Discussion Papers 6 Journal of Financial Regulation and Compliance 6 Working paper / National Bureau of Economic Research, Inc. 6 Accounting and finance : journal of the Accounting Association of Australia and New Zealand 5 CESifo Working Paper 5 CESifo working papers 5 Corporate finance / Biz 5 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 5 DEMB working paper series 5 International Journal of Financial Services Management 5 International journal of economics and financial issues : IJEFI 5 Investment management and financial innovations 5 Journal of Risk and Financial Management 5 Managerial finance 5 NBER Working Paper 5
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Source
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ECONIS (ZBW) 1,157 RePEc 357 EconStor 84 USB Cologne (EcoSocSci) 23 Other ZBW resources 19 BASE 14
Showing 1 - 10 of 1,654
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The impact of nature restoration law on equity behavior : how biodiversity risk affects market risk
Capelli, Paolo; Gai, Lorenzo; Ielasi, Federica; Taddei, … - 2025
This study examines the market reaction to the approval of the Nature Restoration Law, a key component of the EU Biodiversity Strategy, and its implications for biodiversity-related financial risks. Using an event study methodology, we analyze the equity price movements of companies listed in...
Persistent link: https://www.econbiz.de/10015358879
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Option implied dividends and the market risk premium
Aspris, Angelo; Malloch, Hamish; Svec, Jiri - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10015271573
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Good risk measures, bad statistical assumptions, ugly risk forecasts
Michaelides, Michael; Poudyal, Niraj - In: The financial review : the official publication of the … 59 (2024) 2, pp. 519-543
Persistent link: https://www.econbiz.de/10014543997
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Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano; Savelli, Nino - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 205-236
Persistent link: https://www.econbiz.de/10014519979
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The impact of risk management on banks' profitability : a South African perspective
Razermera, Tsitohaina; Brijlal, Pradeep; Jwara, Nomthandazo - In: International journal of economics and financial issues … 14 (2024) 4, pp. 56-65
Persistent link: https://www.econbiz.de/10014631859
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REITs' stock return volatility : property market risk versus equity market risk
Li, Lingxiao; Zhu, Bing - In: The journal of real estate finance and economics 69 (2024) 3, pp. 452-476
Persistent link: https://www.econbiz.de/10015080950
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi; Dionne, Georges - 2023
Persistent link: https://www.econbiz.de/10014234014
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Analysis of crypto-assets, blockchain investor protection, and U.S. market risks using the mlogit classifier model
Kasztelnik, Karina - In: The journal of business and economic studies 27 (2023) 1, pp. 23-35
We present insights into novel and complex issues regarding cryptocurrency activities, the related investor protection, and blockchain market risks. Crypto digital assets embody global economic ambition with their significant growth and creativity levels. This study employs a novel research...
Persistent link: https://www.econbiz.de/10014430369
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The fundamental review of the trading book : implications for portfolio and risk management in the banking sector
McCullagh, Orla; Cummins, Mark; Killian, Sheila - In: Journal of money, credit and banking : JMCB 55 (2023) 7, pp. 1785-1816
Persistent link: https://www.econbiz.de/10014436097
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi; Dionne, Georges - 2023
Persistent link: https://www.econbiz.de/10014232280
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