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market risk
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The Extreme Value Theory as a tool to measure market risk
Publication without faculty affiliation
publication
The Extreme Value Theory and Copulas as a Tool to Measure Market Risk
2012 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Explaining the Czech interbank market risk premium
2014 |
Faculty of Social Sciences
publication
Price and market risk reduction for bond portfolio selection in BRICS markets
2018 |
Faculty of Mathematics and Physics
publication
Migration in Search of Work and Its Attendant Risks
2019 |
Publication without faculty affiliation
publication
Banking in theory and practice
2014 |
Faculty of Mathematics and Physics
publication
Quantile coherency: A general measure for dependence between cyclical economic variables
2019 |
Publication without faculty affiliation
publication
Credit Valuation Adjustment Modelling During a Global Low Interest Rate Environment
Publication without faculty affiliation
publication
Tail Risks, Asset Prices, and Investment Horizons
Publication without faculty affiliation
publication
New Capital Adequacy and Credit Exposure Rules for Banks
Publication without faculty affiliation
publication
Performance Evaluation of Lithuanian II Pillar Pension Funds Using Rolling Window Technique
2022 |
Faculty of Mathematics and Physics
publication
Risk Management and Financial Engineering
2004 |
Faculty of Mathematics and Physics
publication
Information acquisition and excessive risk: impact of policy rate and market volatility
Publication without faculty affiliation
publication
Řízení rizika a finanční inženýrství - Risk Management and Financial Engineering
2004 |
Faculty of Social Sciences
publication
Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns
Publication without faculty affiliation
publication
“A Friend With Weed Is a Friend Indeed”: Understanding the Relationship Between Friendship Identity and Market Relations Among Marijuana Users
2013 |
First Faculty of Medicine
publication
Bank survival around the world: A meta-analytic review
2022 |
Faculty of Social Sciences
publication
Bank Survival Around the World: A Meta-Analytic Review
Publication without faculty affiliation
publication
Salience, systemic risk and spectral risk measures as capital requirements
2021 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
Pension Reforms and Adverse Demographics: The Case of the Czech Republic
Publication without faculty affiliation