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1
A closed-form solution to the risk-taking motivation of subordinated debtholders
Heller, Yuval
;
Peleg-Lazar, Sharon
;
Raviv, Alon
- In:
Economics letters
181
(
2019
),
pp. 169-173
Persistent link: https://www.econbiz.de/10012121790
Saved in:
2
VaR-implied tail-correlation matrices
Mittnik, Stefan
- In:
Economics letters
122
(
2014
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10010393953
Saved in:
3
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
4
Liquidity regulation, bank capital ratio, and interbank rate
Huang, Chao
;
Moreira, Fernando
- In:
Economics letters
242
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015079814
Saved in:
5
An application of extreme value
theory
to cryptocurrencies
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
- In:
Economics letters
164
(
2018
),
pp. 109-11
Persistent link: https://www.econbiz.de/10011939961
Saved in:
6
Information asymmetry in US banks and the 2009 bank stress test
Quijano, Margot
- In:
Economics letters
123
(
2014
)
2
,
pp. 203-205
Persistent link: https://www.econbiz.de/10010400294
Saved in:
7
Systematically important banks and increased capital requirements in the Dodd-Frank era
Lutz, Chandler
- In:
Economics letters
138
(
2016
),
pp. 75-77
Persistent link: https://www.econbiz.de/10011615508
Saved in:
8
Bitcoin risk modeling with blockchain graphs
Akcora, Cuneyt Gurcan
;
Dixon, Matthew F.
;
Gel, Yulia R.
; …
- In:
Economics letters
173
(
2018
),
pp. 138-142
Persistent link: https://www.econbiz.de/10012022965
Saved in:
9
VaR constrained asset pricing with relative performance
Liu, Xiangbo
;
Qiu, Zhigang
;
Xiong, Yan
- In:
Economics letters
121
(
2013
)
2
,
pp. 174-178
Persistent link: https://www.econbiz.de/10010346336
Saved in:
10
Momentum and crash sensitivity
Ruenzi, Stefan
;
Weigert, Florian
- In:
Economics letters
165
(
2018
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
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