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~type:"article"
~subject:"systemic risk"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Baruník, Jozef
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of risk management in financial institutions
21
Risks : open access journal
21
Journal of Risk and Financial Management
16
Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks
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The journal of network theory in finance
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Información comercial española : ICE : revista de economía
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Journal of Central Banking Theory and Practice
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Annales Universitatis Mariae Curie-Skłodowska / H
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Finance a úvěr
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International journal of theoretical and applied finance
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Journal of Financial Transformation
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Journal of banking regulation
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European financial management : the journal of the European Financial Management Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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RBA Annual Conference Volume
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Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
2
Measuring the frequency dynamics of financial connectedness and systemic risk
Baruník, Jozef
;
Křehlík, Tomáš
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10011987767
Saved in:
3
Trans-Atlantic equity volatility connectedness : U.S. and European financial institutions, 2004-2014
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 81-127
Persistent link: https://www.econbiz.de/10011588540
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
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