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Computers & operations research : and their applications to problems of world concern ; an international journal
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Developing an early warning system to predict currency crises
Sevim, Cuneyt
;
Oztekin, Asil
;
Bali, Ozkan
;
Gumus, Serkan
; …
- In:
European journal of operational research : EJOR
237
(
2014
)
3
,
pp. 1095-1104
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Dynamic large financial networks via conditional expected shortfalls
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Maillet, …
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 322-336
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Mitigating contagion risk by investing in the safety of rivals
Azimian, Alireza
;
Kilgour, D. Marc
;
Noori, Hamid
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 935-945
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Learning risk culture of banks using news analytics
Agarwal, Arvind
;
Gupta, Aparna
;
Kumar, Arun
; …
- In:
European journal of operational research : EJOR
277
(
2019
)
2
,
pp. 770-783
Persistent link: https://www.econbiz.de/10012022134
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Time-varying quantile association regression model with applications to financial contagion and VaR
Ye, Wuyi
;
Luo, Kebing
;
Liu, Xiaoquan
- In:
European journal of operational research : EJOR
256
(
2017
)
3
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pp. 1015-1028
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Capital regulation under price impacts and dynamic financial contagion
Feinstein, Zachary
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European journal of operational research : EJOR
281
(
2020
)
2
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pp. 449-463
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Estimating Malmquist productivity indexes using probabilistic directional distances : an application to the European banking sector
Kevork, Ilias S.
;
Pange, Jenny
;
Tzeremes, Panayiotis
; …
- In:
European journal of operational research : EJOR
261
(
2017
)
3
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pp. 1125-1140
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Credit contagion in a network of firms spatial interaction
Barro, Diana
;
Basso, Antonella
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European journal of operational research : EJOR
205
(
2010
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2
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pp. 459-468
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Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
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pp. 282-291
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A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim
;
Feinstein, Zachary
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European journal of operational research : EJOR
296
(
2022
)
1
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pp. 353-367
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