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Should bank loan portfolio be diversified under government capital injection and deposit insurance fund protection?
Chen, Shi; Chang, Chuen-Ping - In: International review of economics & finance : IREF 38 (2015), pp. 131-141
Persistent link: https://www.econbiz.de/10011572342
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Book-to-market equity and asset correlations : an international study
Ho, Kung-Cheng; Lee, Shih-Cheng; Chen, Jiun-Lin - In: International review of economics & finance : IREF 79 (2022), pp. 258-274
Persistent link: https://www.econbiz.de/10013343395
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Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry
Chang, Carolyn C. W.; Li, Xiaodan; Lin, Edward M. H.; … - In: International review of economics & finance : IREF 55 (2018), pp. 273-284
Persistent link: https://www.econbiz.de/10012033479
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Multi-moment risk, hedging strategies, & the business cycle
Racicot, François-Éric; Théoret, Raymond - In: International review of economics & finance : IREF 58 (2018), pp. 637-675
Persistent link: https://www.econbiz.de/10012034253
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Dynamic hedging performance and downside risk : evidence from Nikkei index futures
Ubukata, Masato - In: International review of economics & finance : IREF 58 (2018), pp. 270-281
Persistent link: https://www.econbiz.de/10012034262
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Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali; Urga, Giovanni; Yao, Wenying - In: International review of economics & finance : IREF 62 (2019), pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
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A contingent claim analysis of a rate-setting financial intermediary
Lin, Jyh-horng - In: International review of economics & finance : IREF 9 (2000) 4, pp. 375-386
Persistent link: https://www.econbiz.de/10001538884
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Estimating hedged portfolio value-at-risk using the conditional copula : an illustration of model risk
Chen, Yi-Hsuan; Tu, Anthony H. - In: International review of economics & finance : IREF 27 (2013), pp. 514-528
Persistent link: https://www.econbiz.de/10009740775
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GFC-robust risk management strategies under the Basel Accord
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: International review of economics & finance : IREF 27 (2013), pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
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Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks
Xiang, Youtao; Borjigin, Sumuya - In: International review of economics & finance : IREF 88 (2023), pp. 1337-1374
Persistent link: https://www.econbiz.de/10014475128