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Does risk culture affect banks' volatility? : the case of the G-SIBs

Coluccia, Daniela; Fontana, Stefano; Graziano, Elvira Anna - In: Corporate ownership & control : international … 15 (2017/2018) 1, pp. 33-43

Persistent link: https://www.econbiz.de/10011892948

Disentangling crashes from tail events

Aboura, Sofiane - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 206-219

Persistent link: https://www.econbiz.de/10011348417

The effectiveness of Value-at-Risk models in various volatility regimes

Schiffers, Aleksander; Chlebus, Marcin - 2021

Persistent link: https://www.econbiz.de/10012816709

ESG performance and firm risk in the U.S. financial firms

Lee, Jooh; Koh, Rachel Kyungyeon - In: Review of financial economics : RFE 42 (2024) 3, pp. 328-344

Persistent link: https://www.econbiz.de/10015149350

Die Quantifizierung und Prognose des Marktrisikos

Dockner, Engelbert J. - In: Wege zur Ganzheit : Festschrift für J. Hanns Pichler …, (pp. 799-809). 1996

Persistent link: https://www.econbiz.de/10001296812

Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques

Venkataraman, Subu - In: Economic perspectives 21 (1997) 2, pp. 2-13

Persistent link: https://www.econbiz.de/10001218351

Idiosyncratic Risks, Bailout, and Financial Crisis : A Copula Approach

Wang, Daphne - 2013

The evidence on the dependence relationship of idiosyncratic risks among public-listed banks is unclear in the presence of bailout event in recent financial crisis. There is suspicion on the effects of bailout regimes on the idiosyncratic risks distribution among different size-paired banks. We...

Persistent link: https://www.econbiz.de/10013086564

Measuring dynamic market risk charge for market risks

Rahim, Norhana Abd.; Tafri, Fauziah Hanim - In: International journal of economics, finance and … 1 (2013) 3, pp. 175-180

Persistent link: https://www.econbiz.de/10010251805

Stress-testing portfolio-specific risk

Fink, Jason D.; Fink, Kristin E.; Sono, Hui H. - In: Journal of investment management : JOIM 11 (2013) 4, pp. 40-57

Persistent link: https://www.econbiz.de/10010357097

On the network topology of variance decompositions : measuring the connectedness of financial firms

Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10010497110