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~isPartOf:"Journal of international financial markets, institutions & money"
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Risikomaß
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Linh Hoang Nguyen
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Journal of international financial markets, institutions & money
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
94
Economic modelling
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Energy economics
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International review of financial analysis
69
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60
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55
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54
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Journal of economic dynamics & control
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Applied economics letters
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Scandinavian actuarial journal
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Finance and stochastics
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Pacific-Basin finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
2
Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011474461
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3
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
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4
More accurate measurement for enhanced controls : VaR vs ES?
Guégan, Dominique
;
Hassani, Bertrand
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 152-165
Persistent link: https://www.econbiz.de/10011984039
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5
Using expected shortfall for credit risk regulation
Osmundsen, Kjartan Kloster
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 80-93
Persistent link: https://www.econbiz.de/10012127600
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6
Margin requirements and systemic liquidity risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 78-95
Persistent link: https://www.econbiz.de/10012127827
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7
Forward-looking asset correlations in the estimation of economic capital
Chamizo, Álvaro
;
Fonollosa, Alexandre
;
Novales, Alfonso
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 264-288
Persistent link: https://www.econbiz.de/10012128297
Saved in:
8
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh
;
Hammoudeh, Shawkat
;
Santos, Paulo …
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
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9
Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander
;
Koubaa, Yosra
;
BenSaïda, Ahmed
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
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10
Stress testing using VaR approach - a case for Asian currencies
Tan, Kok-hui
;
Chan, Inn-Leng
- In:
Journal of international financial markets, …
13
(
2003
)
1
,
pp. 39-55
Persistent link: https://www.econbiz.de/10001723750
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