Articles tagged with: systemic risk

Analysis of tail dependence structure and risk spillover between cryptocurrencies

Abdulrazak Abdulrahman Abubakar, Jules Clement Mba, Abieyuwa Ohonba
Investment Management and Financial Innovations Volume 21 2024, Issue #4

Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock market

Shalini Agnihotri, Kanishk Chauhan
Investment Management and Financial Innovations Volume 19 2022, Issue #3

Impact of commodities and global stock prices on the idiosyncratic risk of Bitcoin during the COVID-19 pandemic

Edgardo Cayón Fallon, Julio Sarmiento
Investment Management and Financial Innovations Volume 18 2021, Issue #4

Factors affecting earnings response coefficient in Jordan: applied study on the Jordanian industrial companies

Hanan Al Awawdeh, Saad A. al-Sakini, Mahmoud Nour
Investment Management and Financial Innovations Volume 17 2020, Issue #2

Systemic risk and interconnectedness in Gulf Cooperation Council banking systems

Ramzi Nekhili
Banks and Bank Systems Volume 15 2020, Issue #1

Systemic risk in the banking system: measuring and interpreting the results

Olena Bezrodna, Zoia Ivanova, Yulia Onyshchenko, Volodymyr Lypchanskyi, Serhii Rymar
Banks and Bank Systems Volume 14 2019, Issue #3