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Modelling systemic liquidity risk with feedback effects in the UK banking sector
Van Vuuren, Gary
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 36-59
Persistent link: https://www.econbiz.de/10009503117
Saved in:
2
Environmental, social and governance-efficient frontiers in an emerging market milieu
Bell, Francesca
;
Van Vuuren, Gary
- In:
Journal of economic and financial sciences : JEF
15
(
2022
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013363376
Saved in:
3
Metal price behaviour during recent crises : COVID-19 and the Russia-Ukraine conflict
Van der Nest, Matthew
;
Van Vuuren, Gary
- In:
Journal of economic and financial sciences : JEF
16
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013531912
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4
Through-the-cycle to point-in-time probabilities of default conversion : inconsistencies in the Vasicek approach
Basson, L. J.
;
Van Vuuren, Gary
- In:
International journal of economics and financial issues …
13
(
2023
)
6
,
pp. 42-52
Persistent link: https://www.econbiz.de/10014431298
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5
Implied asset correlation in retail loan portfolios
Botha, Marius
;
Van Vuuren, Gary
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
2
,
pp. 156-173
Persistent link: https://www.econbiz.de/10003963534
Saved in:
6
The effect of stressed economic conditions on systemic risk within the South African banking sector
Esterhuysen, Ja'nel
;
Van Vuuren, Gary
;
Styger, Paul
- In:
The South African journal of economics
79
(
2011
)
3
,
pp. 270-289
Persistent link: https://www.econbiz.de/10009376664
Saved in:
7
Investigating the cyclical behaviour of the dry bulk shipping market
Chistè, Claudio
;
Van Vuuren, Gary
- In:
Maritime policy and management : MPM
41
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010240124
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8
A risk-adjusted performance evaluation of US and EU hedge funds and associated equity markets over the 2007 - 2009 financial crisis
Van Heerden, Chris
;
Heymans, André
;
Van Vuuren, Gary
; …
- In:
International business and economics research journal
13
(
2014
)
1
,
pp. 169-189
Persistent link: https://www.econbiz.de/10010251617
Saved in:
9
The bias ratio as a hedge fund fraud indicator : an empirical performance study under different economic conditions
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
4
,
pp. 867-896
Persistent link: https://www.econbiz.de/10010393444
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10
Hedge fund performance evaluation using the Sharpe and Omega ratios
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
3
,
pp. 485-512
Persistent link: https://www.econbiz.de/10010370229
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