| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A risk measurement study evaluating the impact of COVID-19 on China's financial market using the QR-SGED-EGARCH model
|
Song, Malin
|
|
|
330 |
1-2 |
p. 787-806
|
artikel
|
| 2 |
A simulation study on the Markov regime-switching zero-drift GARCH model
|
Shi, Yanlin
|
|
|
330 |
1-2 |
p. 1-20
|
artikel
|
| 3 |
Asset allocation of Australian superannuation funds: a markov regime switching approach
|
Bissoondoyal-Bheenick, Emawtee
|
|
|
330 |
1-2 |
p. 485-515
|
artikel
|
| 4 |
Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods
|
Markose, Sheri
|
|
|
330 |
1-2 |
p. 841
|
artikel
|
| 5 |
Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks
|
Mahbobi, Mohammad
|
|
|
330 |
1-2 |
p. 609-637
|
artikel
|
| 6 |
Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?
|
Ftiti, Zied
|
|
|
330 |
1-2 |
p. 665-690
|
artikel
|
| 7 |
Dynamic limit order placement activities and their effects on stock market quality
|
Le, Anh Tu
|
|
|
330 |
1-2 |
p. 155-175
|
artikel
|
| 8 |
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods
|
Markose, Sheri
|
|
|
330 |
1-2 |
p. 691-729
|
artikel
|
| 9 |
Futures hedging in electricity retailing
|
Tanrisever, Fehmi
|
|
|
330 |
1-2 |
p. 757-785
|
artikel
|
| 10 |
Holistic principle for risk aggregation and capital allocation
|
Chong, Wing Fung
|
|
|
330 |
1-2 |
p. 21-54
|
artikel
|
| 11 |
How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression
|
Đặng, Rey
|
|
|
330 |
1-2 |
p. 361-388
|
artikel
|
| 12 |
Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach
|
Wu, Fei
|
|
|
330 |
1-2 |
p. 119-153
|
artikel
|
| 13 |
Improving financial distress prediction using textual sentiment of annual reports
|
Huang, Bo
|
|
|
330 |
1-2 |
p. 457-484
|
artikel
|
| 14 |
Liquidity-constrained index tracking optimization models
|
Vieira, Eduardo Bered Fernandes
|
|
|
330 |
1-2 |
p. 73-118
|
artikel
|
| 15 |
Measures of global sensitivity in linear programming: applications in banking sector
|
Tsionas, Mike G.
|
|
|
330 |
1-2 |
p. 585-607
|
artikel
|
| 16 |
Mispricing: failure to capture the risk preferences dependent on market states
|
Xing, Hongwei
|
|
|
330 |
1-2 |
p. 1-26
|
artikel
|
| 17 |
Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19
|
Iqbal, Najaf
|
|
|
330 |
1-2 |
p. 305-334
|
artikel
|
| 18 |
Optimal filter rules for selling stocks in the emerging stock markets
|
Boubaker, Sabri
|
|
|
330 |
1-2 |
p. 211-242
|
artikel
|
| 19 |
Practice-relevant model validation: distributional parameter risk analysis in financial model risk management
|
Cummins, Mark
|
|
|
330 |
1-2 |
p. 431-455
|
artikel
|
| 20 |
Ranking econometric techniques using geometrical Benefit of Doubt
|
Petridis, Konstantinos
|
|
|
330 |
1-2 |
p. 411-430
|
artikel
|
| 21 |
Robust generalized Merton-type financial portfolio models with generalized utility
|
Ben Abdelaziz, Fouad
|
|
|
330 |
1-2 |
p. 55-72
|
artikel
|
| 22 |
Shock transmissions and business linkages among US sectors
|
Nguyen, Linh Xuan Diep
|
|
|
330 |
1-2 |
p. 517-552
|
artikel
|
| 23 |
Systematic risk in the biopharmaceutical sector: a multiscale approach
|
Uddin, Gazi Salah
|
|
|
330 |
1-2 |
p. 243-266
|
artikel
|
| 24 |
The cyclicality of bank credit losses and capital ratios under expected loss model
|
Fatouh, Mahmoud
|
|
|
330 |
1-2 |
p. 807-840
|
artikel
|
| 25 |
The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets
|
Ben Omrane, Walid
|
|
|
330 |
1-2 |
p. 177-209
|
artikel
|
| 26 |
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach
|
Spelta, Alessandro
|
|
|
330 |
1-2 |
p. 639-664
|
artikel
|
| 27 |
The threshold effects of income diversification on bank stability: an efficiency perspective based on a dynamic network slacks-based measure model
|
Ben Lahouel, Béchir
|
|
|
330 |
1-2 |
p. 267-304
|
artikel
|
| 28 |
Volatility impacts on the European banking sector: GFC and COVID-19
|
Batten, Jonathan A.
|
|
|
330 |
1-2 |
p. 335-360
|
artikel
|
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