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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Ausreißer
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The North American journal of economics and finance : a journal of financial economics studies
Economic modelling
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
21
Applied economics
16
Risks : open access journal
15
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14
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ECONIS (ZBW)
22
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1
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
2
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
3
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
4
Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
- In:
Economic modelling
80
(
2019
),
pp. 383-391
Persistent link: https://www.econbiz.de/10012200735
Saved in:
5
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
6
Mutual excitation between OECD stock and oil markets : a conditional intensity extreme value approach
Herrera, Rodrigo
;
González, Sergio
;
Clements, Adam
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 70-88
Persistent link: https://www.econbiz.de/10012036606
Saved in:
7
The study on the tail dependence structure between the economic policy uncertainty and several financial markets
Yao, Can-Zhong
;
Sun, Bo-Yi
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 245-265
Persistent link: https://www.econbiz.de/10012117778
Saved in:
8
Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim
;
Daly, Kevin James
- In:
Economic modelling
63
(
2017
),
pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
Saved in:
9
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
10
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
11
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina
;
Mudry, Pierre-Antoine
;
Andrieş, …
- In:
Economic modelling
50
(
2015
),
pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Saved in:
12
Extremes, return level and identification of currency crises
Qin, Xiao
;
Liu, Liya
- In:
Economic modelling
37
(
2014
),
pp. 439-450
Persistent link: https://www.econbiz.de/10010417634
Saved in:
13
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
14
Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
Saved in:
15
Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
Xie, Wen-jie
;
Jiang, Zhi-qiang
;
Zhou, Wei-xing
- In:
Economic modelling
36
(
2014
),
pp. 8-17
Persistent link: https://www.econbiz.de/10010412098
Saved in:
16
Long run peso/dollar exchange rates and extreme value behavior : Value at Risk modeling
Jesús, Raúl de
;
Ortiz, Edgar
;
Cabello, Alejandra
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 139-152
Persistent link: https://www.econbiz.de/10009739669
Saved in:
17
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
18
Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Mudakkar, Syeda Rabab
;
Uppal, Jamshed Y.
;
Zaman, Khalid
; …
- In:
Economic modelling
35
(
2013
),
pp. 409-417
Persistent link: https://www.econbiz.de/10010259786
Saved in:
19
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
20
Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu
- In:
Economic modelling
30
(
2013
),
pp. 317-321
Persistent link: https://www.econbiz.de/10009703641
Saved in:
21
Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
Saved in:
22
The calculation of capital requirement using extreme value theory
Tsai, Ming-shann
;
Chen, Lien-Chuan
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 390-395
Persistent link: https://www.econbiz.de/10009269922
Saved in:
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