Similar Search Results

Bolt, Wilko; de Haan, Leo; Hoeberichts, Marco; Oordt, … - In: Journal of Banking & Finance 36 (2012) 9, pp. 2552-2564

This paper contributes to the literature on the relation between bank profitability and economic activity. When allowing for stronger co-movement of bank profit with economic activity during deep recessions, we find a much larger impact of output growth on bank profitability than commonly found...

Persistent link: https://www.econbiz.de/10010599666

Systemic risk allocation using the asymptotic marginal expected shortfall

Qin, Xiao; Chen Zhou - In: Journal of banking & finance 126 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012820456

Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD

Feng, Yuanhua; Chen Zhou - In: International journal of forecasting 31 (2015) 2, pp. 349-363

Persistent link: https://www.econbiz.de/10011474104

Systematic tail risk

Oordt, Maarten R. C. van; Chen Zhou - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 685-705

Persistent link: https://www.econbiz.de/10011577523

Adapting extreme value statistics to financial time series : dealing with bias and serial dependence

Haan, Laurens de; Mercadier, Cécile; Chen Zhou - In: Finance and stochastics 20 (2016) 2, pp. 321-354

Persistent link: https://www.econbiz.de/10011471063

Evaluation of agri-product supply chain competitiveness based on extension theory

Yan, Bo; Chen, Zhou; Li, Hongyuan - In: Operational research : an international journal 19 (2019) 2, pp. 543-570

Persistent link: https://www.econbiz.de/10012127514

Deflation risk in the euro area and central bank credibility

Galati, Gabriele; Gorgi, Zion; Moessner, Richhild; Chen Zhou - In: Economics letters 167 (2018), pp. 124-126

Persistent link: https://www.econbiz.de/10012016514

Sustainability reporting in US government and not-for-profit organizations : a descriptive study

Alali, Fatima; Chen, Zhou; Liu, Yue - In: Research on professional responsibility and ethics in … 22 (2019), pp. 57-79

Persistent link: https://www.econbiz.de/10012154222

The decomposition of jump risks in individual stock returns

Xiao, Xiao; Chen Zhou - In: Journal of empirical finance 47 (2018), pp. 207-228

Persistent link: https://www.econbiz.de/10012103499

A market-based funding liquidity measure

Chen, Zhou; Lu, Andrea - In: Review of asset pricing studies : RAPS 9 (2019) 2, pp. 356-393

Persistent link: https://www.econbiz.de/10012163343