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Governance mechanisms and downside risk
Wang, Li-hsun; Lin, Chu-Hsiung; Fung, Hung-gay; Chen, … - In: Pacific-Basin finance journal 35 (2015) 2, pp. 485-498
Persistent link: https://www.econbiz.de/10011540653
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Sequential forecasting of downside extreme risk during overnight and daytime : evidence from the Chinese Stock Market
Jian, Zhihong; Li, Xupei; Zhu, Zhican - In: Pacific-Basin finance journal 64 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012493928
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Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
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Increasing the risk management effectiveness from higher accuracy : a novel non-parametric method
Huang, Jinbo; Ding, Ashley; Li, Yong; Lu, Dong - In: Pacific-Basin finance journal 62 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012491732
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The world price of tail risk
Lee, Kuan-hui; Yang, Cheol-Won - In: Pacific-Basin finance journal 71 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10014513928
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Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
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ESG engagement, country-level political risk and bank liquidity creation
Lee, Chien-chiang; Lu, Meiting; Wang, Chih-Wei; Cheng, … - In: Pacific-Basin finance journal 83 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014491169
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Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao; Lo, Chien-Ling - In: Pacific-Basin finance journal 83 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
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Does systemic risk affect fund managers' tail risk-taking?
Xuan, Quansheng; Li, Zhiyong; Zhao, Tianyu - In: Pacific-Basin finance journal 83 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014491185
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Competition laws and corporate risk-taking around the world
Shen, Zhe; Sowah, Joseph Sowahfio; Dak-Adzaklo, Cephas … - In: Pacific-Basin finance journal 80 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014463283