The cyclicality of bank credit losses and capital ratios under expected loss model.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 807, doi. 10.1007/s10479-023-05445-9
- By:
- Publication type:
- Article
Works matching IS 02545330 AND DT 2023 AND VI 330 AND IP 1/2
Results: 30
1
2
A risk measurement study evaluating the impact of COVID-19 on China's financial market using the QR-SGED-EGARCH model.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 787, doi. 10.1007/s10479-023-05178-9
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- Publication type:
- Article
3
Shock transmissions and business linkages among US sectors.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 517, doi. 10.1007/s10479-022-04979-8
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- Publication type:
- Article
4
Futures hedging in electricity retailing.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 757, doi. 10.1007/s10479-022-04969-w
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- Publication type:
- Article
5
Asset allocation of Australian superannuation funds: a markov regime switching approach.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 485, doi. 10.1007/s10479-022-04741-0
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- Publication type:
- Article
6
Improving financial distress prediction using textual sentiment of annual reports.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 457, doi. 10.1007/s10479-022-04633-3
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- Publication type:
- Article
7
Practice-relevant model validation: distributional parameter risk analysis in financial model risk management.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 431, doi. 10.1007/s10479-022-04574-x
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- Publication type:
- Article
8
Ranking econometric techniques using geometrical Benefit of Doubt.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 411, doi. 10.1007/s10479-022-04573-y
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- Publication type:
- Article
9
Financial interbanking networks resilience under shocks propagation.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 389, doi. 10.1007/s10479-022-04567-w
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- Publication type:
- Article
10
How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 361, doi. 10.1007/s10479-022-04550-5
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- Publication type:
- Article
11
Volatility impacts on the European banking sector: GFC and COVID-19.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 335, doi. 10.1007/s10479-022-04523-8
- By:
- Publication type:
- Article
12
Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 305, doi. 10.1007/s10479-022-04522-9
- By:
- Publication type:
- Article
13
The threshold effects of income diversification on bank stability: an efficiency perspective based on a dynamic network slacks-based measure model.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 267, doi. 10.1007/s10479-021-04503-4
- By:
- Publication type:
- Article
14
Systematic risk in the biopharmaceutical sector: a multiscale approach.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 243, doi. 10.1007/s10479-021-04402-8
- By:
- Publication type:
- Article
15
Optimal filter rules for selling stocks in the emerging stock markets.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 211, doi. 10.1007/s10479-021-04381-w
- By:
- Publication type:
- Article
16
The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 177, doi. 10.1007/s10479-021-04353-0
- By:
- Publication type:
- Article
17
Dynamic limit order placement activities and their effects on stock market quality.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 155, doi. 10.1007/s10479-021-04282-y
- By:
- Publication type:
- Article
18
Forecasting mid-price movement of Bitcoin futures using machine learning.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 553, doi. 10.1007/s10479-021-04205-x
- By:
- Publication type:
- Article
19
Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 119, doi. 10.1007/s10479-021-04176-z
- By:
- Publication type:
- Article
20
Liquidity-constrained index tracking optimization models.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 73, doi. 10.1007/s10479-021-04173-2
- By:
- Publication type:
- Article
21
Mispricing: failure to capture the risk preferences dependent on market states.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 1, doi. 10.1007/s10479-021-04166-1
- By:
- Publication type:
- Article
22
Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods.
- Published in:
- 2023
- By:
- Publication type:
- Correction Notice
23
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 691, doi. 10.1007/s10479-021-04120-1
- By:
- Publication type:
- Article
24
Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 665, doi. 10.1007/s10479-021-04116-x
- By:
- Publication type:
- Article
25
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 639, doi. 10.1007/s10479-021-04115-y
- By:
- Publication type:
- Article
26
Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 609, doi. 10.1007/s10479-021-04114-z
- By:
- Publication type:
- Article
27
Robust generalized Merton-type financial portfolio models with generalized utility.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 55, doi. 10.1007/s10479-021-04051-x
- By:
- Publication type:
- Article
28
Holistic principle for risk aggregation and capital allocation.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 21, doi. 10.1007/s10479-021-03987-4
- By:
- Publication type:
- Article
29
Measures of global sensitivity in linear programming: applications in banking sector.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 585, doi. 10.1007/s10479-021-03980-x
- By:
- Publication type:
- Article
30
A simulation study on the Markov regime-switching zero-drift GARCH model.
- Published in:
- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 1, doi. 10.1007/s10479-020-03832-0
- By:
- Publication type:
- Article