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The contagion channels of July-August-2011 stock market crash : a DAG-copula based approach
Jayech, Selma - In: European journal of operational research : EJOR 249 (2016) 2, pp. 631-646
Persistent link: https://www.econbiz.de/10011436789
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Parameters measuring bank risk and their estimation
Tsionas, Efthymios G. - In: European journal of operational research : EJOR 250 (2016) 1, pp. 291-304
Persistent link: https://www.econbiz.de/10011441404
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Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis
Asmild, Mette; Zhu, Minyan - In: European journal of operational research : EJOR 251 (2016) 3, pp. 999-1015
Persistent link: https://www.econbiz.de/10011449077
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Filtering for risk assessment of interbank network
Simaan, Majeed; Gupta, Aparna; Kar, Koushik - In: European journal of operational research : EJOR 280 (2020) 1, pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
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A new approach to measure systemic risk : a bivariate copula model for dependent censored data
Calabrese, Raffaella; Osmetti, Silvia Angela - In: European journal of operational research : EJOR 279 (2019) 3, pp. 1053-1064
Persistent link: https://www.econbiz.de/10012102835
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Crisis and risk dependencies
Grundke, Peter; Polle, Simone - In: European journal of operational research : EJOR 223 (2012) 2, pp. 518-528
Persistent link: https://www.econbiz.de/10009667847
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Assessing dynamic inefficiency of the Spanish construction sector pre- and post-financial crisis
Kapelko, Magdalena; Oude Lansink, Alfons G. J. M.; … - In: European journal of operational research : EJOR 237 (2014) 1, pp. 349-357
Persistent link: https://www.econbiz.de/10010378591
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Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 237 (2014) 1, pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
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Measuring the subprime crisis contagion : evidence of change point analysis of copula functions
Ye, Wuyi; Liu, Xiaoquan; Miao, Baiqi - In: European journal of operational research : EJOR 222 (2012) 1, pp. 96-103
Persistent link: https://www.econbiz.de/10009569564
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Contagion around the October 1987 stock market crash
Yang, Jian; Bessler, David A. - In: European journal of operational research : EJOR 184 (2008) 1, pp. 291-310
Persistent link: https://www.econbiz.de/10003768206