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~isPartOf:"International review of financial analysis"
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Credit Default Swaps as Hedgin...
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Risikomaß
74
Risk measure
74
Credit derivative
38
Kreditderivat
38
Portfolio selection
37
Portfolio-Management
37
Theorie
36
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36
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International review of financial analysis
Journal of banking & finance
251
Insurance / Mathematics & economics
244
Finance research letters
180
IMF Working Papers
180
Journal of risk
132
European journal of operational research : EJOR
131
Risks : open access journal
124
Economic modelling
103
The North American journal of economics and finance : a journal of financial economics studies
100
Energy economics
98
Applied economics
88
Journal of empirical finance
80
Discussion paper / Tinbergen Institute
77
International journal of theoretical and applied finance
76
Journal of international financial markets, institutions & money
70
The journal of risk model validation
70
International review of economics & finance : IREF
68
Journal of risk and financial management : JRFM
68
Quantitative finance
68
IMF Staff Country Reports
65
MPRA Paper
63
International journal of forecasting
62
Research paper series / Swiss Finance Institute
59
The journal of structured finance
59
Research in international business and finance
58
Journal of econometrics
56
The journal of credit risk : published quarterly by Incisive Media
56
Journal of financial stability
54
The European journal of finance
54
Journal of risk management in financial institutions
51
The journal of fixed income
51
Computational economics
50
The journal of operational risk
48
Applied economics letters
47
Management science : journal of the Institute for Operations Research and the Management Sciences
47
SFB 649 discussion paper
46
Working paper
45
Journal of economic dynamics & control
44
Journal of financial economics
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ECONIS (ZBW)
123
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1
Is Bitcoin a better portfolio diversifier than gold? : a
copula
and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
2
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and
copula
Lee, Yong Woong
;
Yang, Kisung
- In:
International review of financial analysis
66
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
Saved in:
3
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
4
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
5
Hedging stock sector risk with credit default swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
6
Backtesting VaR and ES under the magnifying glass
Argyropoulos, Christos
;
Panopulu, Aikaterinē
- In:
International review of financial analysis
64
(
2019
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012208280
Saved in:
7
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
Yang, Lu
;
Yang, Lei
;
Hamori, Shigeyuki
- In:
International review of financial analysis
59
(
2018
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012006896
Saved in:
8
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
9
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
10
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
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