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A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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Systemic risk and asymmetric responses in the financial industry
López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of banking & finance 58 (2015), pp. 471-485
Persistent link: https://www.econbiz.de/10011544046
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Risk assessment based on the analysis of the impact of contagion flow
Edirisinghe, Chanaka; Gupta, Aparna; Roth, Wendy - In: Journal of banking & finance 60 (2015), pp. 209-223
Persistent link: https://www.econbiz.de/10011544999
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The economic value of controlling for large losses in portfolio selection
Dias, Alexandra - In: Journal of banking & finance 72 (2016), pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
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Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra - In: Journal of banking & finance 49 (2014), pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
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Why do firms engage in selective hedging? : evidence from the gold mining industry
Adam, Tim; Fernando, Chitru S.; Salas, Jesus M. - In: Journal of banking & finance 77 (2017), pp. 269-282
Persistent link: https://www.econbiz.de/10011814776
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National elections and tail risk : international evidence
Li, Qingyuan; Li, Si; Li, Xu - In: Journal of banking & finance 88 (2018), pp. 113-128
Persistent link: https://www.econbiz.de/10011962591
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Option-implied objective measures of market risk
Leiss, Matthias; Nax, Heinrich H. - In: Journal of banking & finance 88 (2018), pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
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Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie; Lok, Yen H.; McNeil, Alexander J. - In: Journal of banking & finance 88 (2018), pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
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Awareness, determinants and value of reputation risk management : empirical evidence from the banking and insurance industry
Heidinger, Dinah; Gatzert, Nadine - In: Journal of banking & finance 91 (2018), pp. 106-118
Persistent link: https://www.econbiz.de/10011963642