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Stress testing climate risk : a network-based analysis of the Chinese banking system
Xu, Hai-Chuan; Li, Tai-Min; Dai, Peng-Fei; Nguyen, Duc … - In: Journal of international money and finance 149 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015183332
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The impact of option hedging on the spot market volatility
Anderegg, Benjamin; Ulmann, Florian; Sornette, Didier - In: Journal of international money and finance 124 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
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Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
Lera, Sandro Claudio; Sornette, Didier - In: Journal of international money and finance 63 (2016), pp. 28-47
Persistent link: https://www.econbiz.de/10011668340
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Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Filimonov, Vladimir; Bicchetti, David; Maystre, Nicolas; … - In: Journal of international money and finance 42 (2014), pp. 174-192
Persistent link: https://www.econbiz.de/10010372668