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Novel risks : a research and policy overview

Karagozoglu, Ahmet K. - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 11-34

Persistent link: https://www.econbiz.de/10012613455

On the characteristics of dynamic correlations between asset pairs

Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K. - In: Research in international business and finance 32 (2014), pp. 60-82

Persistent link: https://www.econbiz.de/10010434475

Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio

Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70

Persistent link: https://www.econbiz.de/10011410323

Firm-level cybersecurity risk and idiosyncratic volatility

Alan, Nazli Sila; Karagozoglu, Ahmet K.; Zhou, Tianpeng - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 110-140

Persistent link: https://www.econbiz.de/10012613464

A new look at hedging with derivatives : will firms reduce market risk exposure?

Bali, Turan G.; Hume, Susan R.; Martell, Terrence F. - In: The journal of futures markets 27 (2007) 11, pp. 1053-1083

Persistent link: https://www.econbiz.de/10003627056

A New Look at Hedging with Derivatives : Will Firms Reduce Market Risk Exposure?

Bali, Turan G.; Hume, Susan; Martell, Terrence F. - 2012

This paper examines derivatives use of foreign exchange, interest rate and commodities risk by non-financial firms across multiple industries, using data from 1995 to 2001. This paper considers the interaction of a firm's risk exposures, derivatives use, and real operations simultaneously, and...

Persistent link: https://www.econbiz.de/10014026732