Works matching DE "SYSTEMIC risk (Finance)"
Results: 1356
Determinantes de riesgo en la valoración de acciones en el mercado colombiano: modelo multifactorial comparativo.
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- Cuadernos de Administración, 2015, v. 31, n. 53, p. 68, doi. 10.25100/cdea.v31i53.18
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Modelación de la relación rentabilidad-riesgo en el mercado accionario para países desarrollados y países emergentes en un mundo parcialmente integrado.
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- Cuadernos de Administración, 2015, v. 31, n. 53, p. 38, doi. 10.25100/cdea.v31i53.15
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International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk.
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- Regional Studies, 2014, v. 48, n. 3, p. 439, doi. 10.1080/00343404.2012.753434
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Fiscal sustainability in the presence of systemic banks: the case of EU countries.
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- International Tax & Public Finance, 2014, v. 21, n. 3, p. 436, doi. 10.1007/s10797-013-9273-0
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Optical coherence tomography (OCT) and OCT angiography allow early identification of sickle cell maculopathy in children and correlate it with systemic risk factors.
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- Graefe's Archive of Clinical & Experimental Ophthalmology, 2020, v. 258, n. 11, p. 2551, doi. 10.1007/s00417-020-04764-y
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Modelling consumption behaviour changes in a B2C electric vehicle-sharing system: a perceived systemic risk perspective.
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- Climatic Change, 2020, v. 160, n. 4, p. 655, doi. 10.1007/s10584-019-02439-0
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The ECB's Independence and the Principle of Separation.
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- European Journal of Law Reform, 2020, v. 22, n. 3, p. 237, doi. 10.5553/EJLR/138723702020022000006
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Investigating the effect of Banks Network Topology on Banks Systemic Risk in Tehran Stock Exchange - By Using DCC Approach.
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- Financial Management Perspective / Chashm/&āz-i Mudīriyyat-i Mālī, 2023, v. 13, n. 41, p. 9, doi. 10.48308/jfmp.2023.103883
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A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning.
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- Mathematics of Operations Research, 2020, v. 45, n. 3, p. 1127, doi. 10.1287/moor.2019.1025
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Macroprudential policy stance assessment: the case of Croatia.
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- Public Sector Economics (2459-8860), 2024, v. 48, n. 4, p. 421, doi. 10.3326/pse.48.4.3
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Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations.
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- Public Sector Economics (2459-8860), 2023, v. 47, n. 1, p. 1, doi. 10.3326/pse.47.1.1
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Macroeconomic effects of systemic stress: a rolling spillover index approach.
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- Public Sector Economics (2459-8860), 2022, v. 46, n. 1, p. 109, doi. 10.3326/pse.46.1.4
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Testing the characteristics of macroprudential policies’ differential impact on foreign and domestic banks’ lending in Croatia.
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- Public Sector Economics (2459-8860), 2020, v. 44, n. 2, p. 221, doi. 10.3326/pse.44.2.4
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Can a Single Line of Code Change Society? Optimizing Engagement in Recommender Systems Necessarily Entails Systemic Risks for Global Information Flows, Opinion Dynamics and Social Structures.
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- Journal of Artificial Societies & Social Simulation, 2024, v. 27, n. 1, p. 1, doi. 10.18564/jasss.5203
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A Double-Layer Network and the Contagion Mechanism of China's Financial Systemic Risk.
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- Journal of Artificial Societies & Social Simulation, 2019, v. 22, n. 4, p. 1, doi. 10.18564/jasss.4122
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PORTFOLIO MANAGEMENT AND SYSTEMIC RISK IN THE AGE OF ARIFICIAL INTELLIGENCE.
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- Knowledge: International Journal, 2023, v. 60, n. 1, p. 77
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Upper risk bounds in internal factor models with constrained specification sets.
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- Probability, Uncertainty & Quantitative Risk, 2020, v. 5, n. 1, p. 1, doi. 10.1186/s41546-020-00045-y
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How We Predict the Stability of Financial Sector: The Conditional Value at Risk Technique Approach.
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- KnE Social Sciences, 2020, p. 328, doi. 10.18502/kss.v4i7.6863
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Influence of Systematic Risk and Persistence to Earnings Response Coefficient with Corporate Social Responsibility as Moderating Variable: The Case on Oil Plantation Company in Indonesia and Malaysia.
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- KnE Social Sciences, 2018, v. 2018, p. 992, doi. 10.18502/kss.v3i10.3442
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Estimating Systemic Risk and Interconnectedness of Islamic Banks: Evidence from Indonesia.
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- Journal of Islamic Financial Studies, 2018, v. 4, n. 2, p. 75, doi. 10.12785/jifs/040201
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Systemic corticosteroids in treatment of chronic rhinosinusitis--A systematic review.
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- European Clinical Respiratory Journal, 2023, v. 10, p. 1, doi. 10.1080/20018525.2023.2240511
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- Article
Board Governance Mechanisms and Liquidity Creation: A Theoretical Framework.
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- Journal of Finance & Banking Review (JFBR), 2022, v. 7, n. 2, p. 122, doi. 10.35609/jfbr.2022.7.2(3)
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- Article
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- Maryland Law Review, 2017, v. 76, n. 4, p. 877
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Associations between particulate matter air pollutants and hospitalization risk for systemic lupus erythematosus: a time-series study from Xi'an, China.
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- Environmental Geochemistry & Health, 2023, v. 45, n. 6, p. 3317, doi. 10.1007/s10653-022-01409-3
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Systemic Risk Infection and Control of Water Eco-Environmental Projects under the Mode of Government-Enterprise Cooperation.
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- Journal of Coastal Research, 2020, v. 103, p. 447, doi. 10.2112/SI103-091.1
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Bank Stability and Systemic Risk Measurement: Application of Z-Score Variations to the Turkish Banking Sector.
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- International Journal of Finance & Banking Studies, 2023, v. 12, n. 1, p. 63, doi. 10.20525/ijfbs.v12i1.2319
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الخطر النظامي في أزمة منطقة الیورو وجهود الحفاظ على الاستق ا رر المالي للا تحاد النقدي الأوروبي.
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- Al-Tawāṣul, 2020, v. 26, n. 4, p. 134
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- Article
Ryzyko systemowe w sektorze ubezpieczeń - analiza ekspozycji w krajach Unii Europejskiej.
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- Management Issues / Problemy Zarządzania, 2014, v. 12, n. 4(48), p. 41, doi. 10.7172/1644-9584.48.3
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The role of monocyte to high-density lipoprotein cholesterol ratio in prediction of increased systemic inflammation and the risk of cardiovascular disease in endometriosis.
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- Journal of Experimental & Clinical Medicine / Deneysel ve Klinik Tip Dergisi, 2021, v. 38, n. 2, p. 106, doi. 10.52142/omujecm.38.2.9
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Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies.
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- Quantitative Finance, 2024, v. 24, n. 7, p. 975, doi. 10.1080/14697688.2024.2370311
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On joint marginal expected shortfall and associated contribution risk measures.
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- Quantitative Finance, 2024, v. 24, n. 7, p. 889, doi. 10.1080/14697688.2024.2366963
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Vulnerability-CoVaR: investigating the crypto-market.
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- Quantitative Finance, 2022, v. 22, n. 9, p. 1731, doi. 10.1080/14697688.2022.2063166
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The impact of CoCo bonds on systemic risk considering liquidity risk.
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- Quantitative Finance, 2022, v. 22, n. 2, p. 385, doi. 10.1080/14697688.2021.1909113
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Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue.
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- Quantitative Finance, 2021, v. 21, n. 5, p. 753, doi. 10.1080/14697688.2020.1802054
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Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk.
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- Quantitative Finance, 2020, v. 20, n. 3, p. 425, doi. 10.1080/14697688.2019.1670857
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Stock market uncertainty and economic fundamentals: an entropy-based approach.
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- Quantitative Finance, 2019, v. 19, n. 7, p. 1151, doi. 10.1080/14697688.2019.1579922
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Can banks default overnight? Modelling endogenous contagion on the O/N interbank market.
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- Quantitative Finance, 2018, v. 18, n. 11, p. 1815, doi. 10.1080/14697688.2018.1438641
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Collective synchronization and high frequency systemic instabilities in financial markets.
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- Quantitative Finance, 2018, v. 18, n. 2, p. 237, doi. 10.1080/14697688.2017.1403141
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Toward robust early-warning models: a horse race, ensembles and model uncertainty.
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- Quantitative Finance, 2017, v. 17, n. 12, p. 1933, doi. 10.1080/14697688.2017.1357972
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Foreword: Special Issue of Quantitative Finance on 'Systemic risk analytics'.
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- Quantitative Finance, 2017, v. 17, n. 12, p. 1803, doi. 10.1080/14697688.2017.1379685
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Sovereign risk in the Euro area: a multivariate stochastic process approach.
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- Quantitative Finance, 2017, v. 17, n. 12, p. 1995, doi. 10.1080/14697688.2017.1357968
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Multichannel contagion and systemic stabilisation strategies in interconnected financial markets.
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- Quantitative Finance, 2017, v. 17, n. 12, p. 1885, doi. 10.1080/14697688.2017.1357973
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Monitoring systemic risk in the hedge fund sector.
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- Quantitative Finance, 2017, v. 17, n. 12, p. 1859, doi. 10.1080/14697688.2017.1357969
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Financial networks and interconnectedness in an advanced emerging market economy.
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- Quantitative Finance, 2017, v. 17, n. 12, p. 1833, doi. 10.1080/14697688.2017.1357976
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Can bank-specific variables predict contagion effects?
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- Quantitative Finance, 2017, v. 17, n. 12, p. 1805, doi. 10.1080/14697688.2017.1357974
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Systemic risk and dynamics of contagion: a duplex inter-bank network.
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- Quantitative Finance, 2017, v. 17, n. 9, p. 1435, doi. 10.1080/14697688.2016.1274046
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Systemic risk in the European sovereign and banking system.
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- Quantitative Finance, 2017, v. 17, n. 4, p. 633, doi. 10.1080/14697688.2016.1205212
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Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information.
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- Quantitative Finance, 2017, v. 17, n. 1, p. 101, doi. 10.1080/14697688.2016.1178855
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Elimination of systemic risk in financial networks by means of a systemic risk transaction tax.
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- Quantitative Finance, 2016, v. 16, n. 10, p. 1599, doi. 10.1080/14697688.2016.1156146
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Market procyclicality and systemic risk.
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- Quantitative Finance, 2016, v. 16, n. 8, p. 1219, doi. 10.1080/14697688.2015.1123817
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- Article