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Systematic tail risk
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ECONIS (ZBW)
36
RePEc
9
Other ZBW resources
2
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1
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
Saved in:
2
Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
Saved in:
3
Why fixed costs matter for proof-of-work–based cryptocurrencies
Garratt, Rod
;
Oordt, Maarten R. C. van
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 6482-6507
Persistent link: https://www.econbiz.de/10014435370
Saved in:
4
Privacy as a public good : a case for electronic cash
Garratt, Rod
;
Oordt, Maarten R. C. van
- In:
Journal of political economy
129
(
2021
)
7
,
pp. 2157-2180
Persistent link: https://www.econbiz.de/10012610493
Saved in:
5
Timing of banks' loan loss provisioning during the crisis
Haan, Leo de
;
Oordt, Maarten R. C. van
- In:
Journal of banking & finance
87
(
2018
),
pp. 293-303
Persistent link: https://www.econbiz.de/10011962549
Saved in:
6
The emerging autonomy-stability choice for stablecoins
Oordt, Maarten R. C. van
- In:
Central banks and supervisory architecture in Europe : …
,
(pp. 194-204)
.
2022
Persistent link: https://www.econbiz.de/10013539308
Saved in:
7
Discussion of "central bank digital currency: stability and information"
Oordt, Maarten R. C. van
- In:
Journal of economic dynamics & control
142
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013474446
Saved in:
8
Entrepreneurial incentives and the role of initial coin offerings
Garratt, Rod
;
Oordt, Maarten R. C. van
- In:
Journal of economic dynamics & control
142
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013474471
Saved in:
9
Discussion of "entrepreneurial incentives and the role of initial coin offerings"
Schilling, Linda
- In:
Journal of economic dynamics & control
142
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013474477
Saved in:
10
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
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