Similar Search Results

Investor bias, risk and price volatility

Polat, Ali Yavuz - In: Journal of economic studies 50 (2023) 7, pp. 1317-1335

Persistent link: https://www.econbiz.de/10014428601

Tackling the volatility paradox : spillover persistence and systemic risk

Kubitza, Christian - 2024

Financial losses can have persistent effects on the financial sy stem. This paper proposes an empirical measure for the duration of these effects, S pillover P ersistence. I d ocument that Spillover Persistence is strongly correlated with financial c onditions; d uring b anking crises, Spillover...

Persistent link: https://www.econbiz.de/10015176897

An ETF-based measure of stock price fragility

Gil, Hamilton Galindo; Lazo-Paz, Renato - In: Journal of financial markets 72 (2025), pp. 1-26

Persistent link: https://www.econbiz.de/10015178451

Futuring fragility : embracing uncertainty, identifying opportunity, unlocking development

Balthasar, Dominik - In: Development policy review 42 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015134002

Fragility of reputation and clustering of risk-taking

Ordoñez, Guillermo - In: Theoretical economics : TE ; journal of the Econometric … 8 (2013) 3, pp. 653-700

Persistent link: https://www.econbiz.de/10010207660

Market fragility and international market crashes

Berger, Dave; Kuntara Pukthuanthong - In: Journal of financial economics 105 (2012) 3, pp. 542-564

Persistent link: https://www.econbiz.de/10009666809

Preparing for the future: Development of an ‘antifragile’ methodology that complements scenario planning by omitting causation

Derbyshire, James; Wright, George - In: Technological forecasting & social change : an … 82 (2014), pp. 215-225

Persistent link: https://www.econbiz.de/10010404589

Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR

Karaś, Marta; Szczepaniak, Witold - In: The journal of credit risk : published quarterly by … 17 (2021) 2, pp. 27-62

Persistent link: https://www.econbiz.de/10012671414

Tackling the volatility paradox: spillover persistence and systemic risk

Kubitza, Christian - 2021 - This version: April 13, 2021

This paper proposes Spillover Persistence as a measure for financial fragility. The volatility paradox predicts that … fragility builds up when volatility is low, which challenges existing measures. Spillover Persistence tackles this challenge by … exploring a novel dimension of systemic risk: loss dynamics. I document that Spillover Persistence declines when fragility …

Persistent link: https://www.econbiz.de/10012499703

Systemic bank runs without aggregate risk : how a misallocation of liquidity may trigger a solvency crisis

Altermatt, Lukas; Buggenum, Hugo van; Voellmy, Lukas - 2022

Persistent link: https://www.econbiz.de/10013454644