//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Systemic risk diagnostics: coi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bank risk
2
Bankenaufsicht
2
Banking supervision
2
Bankrisiko
2
Business cycle
2
Credit risk
2
Forecasting model
2
Konjunktur
2
Kreditrisiko
2
Prognoseverfahren
2
Risiko
2
Risk
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
1980-2005
1
1984-1999
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Bank lending
1
Bank regulation
1
Bank-sovereign nexus
1
Bankenregulierung
1
Capital income
1
Central bank
1
Comprehensive Assessment
1
Correlation
1
Country risk
1
EU countries
1
EU-Staaten
1
Euro area
1
European Central Bank
1
Eurozone
1
Financial investment
1
Financial regulation
1
Financial sector
1
Finanzsektor
1
Forecast combination
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
4
Author
All
Koopman, Siem Jan
7
Lucas, André
7
Kräussl, Roman
3
Jungbacker, Borus
2
Monteiro, André B.
2
Schwaab, Bernd
2
Breckenfelder, Johannes
1
Dijk, Ronald van
1
Hol Uspensky, Eugenie
1
Hol, Eugenie
1
Janus, Paweł
1
Kloek, Teun
1
Kloek, Teunis
1
Monteiro, André Antonio
1
Nucera, Federico
1
van Dijk, Ronald
1
more ...
less ...
Published in...
All
Journal of empirical finance
Working Paper Series / European Central Bank
1,802
Discussion paper / Tinbergen Institute
257
Tinbergen Institute Discussion Paper
175
Occasional Paper Series
157
Tinbergen Institute Discussion Papers
153
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
44
ECB Working Paper
38
Working papers published in 2009
38
Journal of econometrics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Occasional paper series / European Central Bank ; Eurosystem
26
Working paper series / European Central Bank
24
International journal of forecasting
17
Journal of applied econometrics
16
Serie Research Memoranda
11
Journal of Business & Economic Statistics
10
Journal of banking & finance
10
Journal of Applied Econometrics
9
Occasional paper series / European Central Bank
9
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
9
CFS working paper series
8
DNB working paper
8
CFS Working Paper Series
7
ECB observer : analyses of the monetary policy of the European System of Central Banks
7
Econometric reviews
7
European Monetary Institute
7
Intereconomics : review of European economic policy
7
Monatsbericht / Europäische Zentralbank
7
Oxford bulletin of economics and statistics
7
Sveriges Riksbank Working Paper Series
7
Amtsblatt der Europäischen Union
6
CFS Working Paper
6
Economics letters
6
International journal of central banking : IJCB
6
Sveriges Riksbank working paper series
6
Wettbewerb der Regionen und Integration in der WWU
6
Working paper
6
Computational Statistics & Data Analysis
5
Discussion paper / Center for Economic Research, Tilburg University
5
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
4
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The information in systemic risk rankings
Nucera, Federico
;
Schwaab, Bernd
;
Koopman, Siem Jan
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 461-475
Persistent link: https://www.econbiz.de/10011664797
Saved in:
2
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10008160906
Saved in:
3
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-55
Persistent link: https://www.econbiz.de/10008879003
Saved in:
4
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
Saved in:
5
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
6
Bank to sovereign risk spillovers across borders : evidence from the ECB's comprehensive assessment
Breckenfelder, Johannes
;
Schwaab, Bernd
- In:
Journal of empirical finance
49
(
2018
),
pp. 247-262
Persistent link: https://www.econbiz.de/10012117745
Saved in:
7
Stock selection, style rotation, and risk
Lucas, André
;
van Dijk, Ronald
;
Kloek, Teun
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10007237015
Saved in:
8
Stock selection, style rotation, and risk
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teunis
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001655776
Saved in:
9
Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
Koopman, Siem Jan
;
Jungbacker, Borus
;
Hol, Eugenie
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 445-475
Persistent link: https://www.econbiz.de/10007781568
Saved in:
10
Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
Koopman, Siem Jan
;
Jungbacker, Borus
;
Hol Uspensky, Eugenie
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 445-475
Persistent link: https://www.econbiz.de/10002900511
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->