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1
Interconnectedness and extreme risk : evidence from dual banking systems
Addi, Abdelhamid
;
Bouoiyour, Jamal
- In:
Economic modelling
120
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014384177
Saved in:
2
Global drivers of inflation : the role of supply chain disruptions and commodity price shocks
Diaz, Elena
;
Cuñado Eizaguirre, Juncal
;
Perez de …
- In:
Economic modelling
140
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015190493
Saved in:
3
Analyzing the dependence structure of various sectors in the Brazilian market : a Pair Copula Construction approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Economic modelling
35
(
2013
),
pp. 199-206
Persistent link: https://www.econbiz.de/10010259465
Saved in:
4
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:
5
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
6
The analysis of bank business performance and market risk : applying Fuzzy DEA
Chen, Yu Chuan
;
Chiu, Yung-ho
;
Huang, Chin Wei
;
Tu, …
- In:
Economic modelling
32
(
2013
),
pp. 225-232
Persistent link: https://www.econbiz.de/10009761543
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7
Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
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8
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
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9
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
10
Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei
;
Li, Jianping
;
Tang, Ling
;
Wu, Dengsheng
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
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