Goethe University Frankfurt - Department of Finance
in Total Papers Downloads
tail-risk protection, portfolio protection, extreme events, tail distributions, trading strategies
conference calls, management blathering, corporate disclosure, stock returns
Correlation Stress Testing, Scenario Selection, Market Risk, Correlation Risk, 'London Whale'
correlation stress testing, scenario selection, credit risk management, 'London Whale'
systemic risk, network reconstruction, bank network structure, contagion
Cryptocurrency, Blockchain, Bitcoin, Volatility, Derivatives, Options, Liquidity, CVX, COVID-19
Econlinguistics, textual analysis, natural language processing, multinominal inverse regression, non-answer
Systemic Risk, Network Model, Bayesian Network Reconstruction, Contagion Transmission Channels, Bank Regulation, Regulatory Capital
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