Works matching IS 02545330 AND DT 2023 AND VI 330 AND IP 1/2
Results: 30
The cyclicality of bank credit losses and capital ratios under expected loss model.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 807, doi. 10.1007/s10479-023-05445-9
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- Article
A risk measurement study evaluating the impact of COVID-19 on China's financial market using the QR-SGED-EGARCH model.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 787, doi. 10.1007/s10479-023-05178-9
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- Article
Shock transmissions and business linkages among US sectors.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 517, doi. 10.1007/s10479-022-04979-8
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- Article
Futures hedging in electricity retailing.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 757, doi. 10.1007/s10479-022-04969-w
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- Article
Asset allocation of Australian superannuation funds: a markov regime switching approach.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 485, doi. 10.1007/s10479-022-04741-0
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- Article
Improving financial distress prediction using textual sentiment of annual reports.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 457, doi. 10.1007/s10479-022-04633-3
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- Article
Practice-relevant model validation: distributional parameter risk analysis in financial model risk management.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 431, doi. 10.1007/s10479-022-04574-x
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- Article
Ranking econometric techniques using geometrical Benefit of Doubt.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 411, doi. 10.1007/s10479-022-04573-y
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- Article
Financial interbanking networks resilience under shocks propagation.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 389, doi. 10.1007/s10479-022-04567-w
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- Article
How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 361, doi. 10.1007/s10479-022-04550-5
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- Article
Volatility impacts on the European banking sector: GFC and COVID-19.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 335, doi. 10.1007/s10479-022-04523-8
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- Article
Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 305, doi. 10.1007/s10479-022-04522-9
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- Article
The threshold effects of income diversification on bank stability: an efficiency perspective based on a dynamic network slacks-based measure model.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 267, doi. 10.1007/s10479-021-04503-4
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- Article
Systematic risk in the biopharmaceutical sector: a multiscale approach.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 243, doi. 10.1007/s10479-021-04402-8
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- Article
Optimal filter rules for selling stocks in the emerging stock markets.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 211, doi. 10.1007/s10479-021-04381-w
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- Article
The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 177, doi. 10.1007/s10479-021-04353-0
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- Article
Dynamic limit order placement activities and their effects on stock market quality.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 155, doi. 10.1007/s10479-021-04282-y
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- Article
Forecasting mid-price movement of Bitcoin futures using machine learning.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 553, doi. 10.1007/s10479-021-04205-x
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- Article
Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 119, doi. 10.1007/s10479-021-04176-z
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- Article
Liquidity-constrained index tracking optimization models.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 73, doi. 10.1007/s10479-021-04173-2
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- Article
Mispricing: failure to capture the risk preferences dependent on market states.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 1, doi. 10.1007/s10479-021-04166-1
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Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods.
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- 2023
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- Correction Notice
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 691, doi. 10.1007/s10479-021-04120-1
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- Article
Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 665, doi. 10.1007/s10479-021-04116-x
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- Article
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 639, doi. 10.1007/s10479-021-04115-y
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- Article
Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 609, doi. 10.1007/s10479-021-04114-z
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- Article
Robust generalized Merton-type financial portfolio models with generalized utility.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 55, doi. 10.1007/s10479-021-04051-x
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- Article
Holistic principle for risk aggregation and capital allocation.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 21, doi. 10.1007/s10479-021-03987-4
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- Article
Measures of global sensitivity in linear programming: applications in banking sector.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 585, doi. 10.1007/s10479-021-03980-x
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- Article
A simulation study on the Markov regime-switching zero-drift GARCH model.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 1, doi. 10.1007/s10479-020-03832-0
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- Article