| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A correction for classic performance measures |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
| Analyzing the link between US Credit default swap spreads and market risk: A 3-D Copula framework |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
23 |
| Are Critical Slowing Down Indicators Useful to Detect Financial Crises? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Are Critical Slowing Down Indicators Useful to Detect Financial Crises? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
| Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
25 |
| Are critical slowing down indicators useful to detect financial crises? |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
37 |
| Are critical slowing down indicators useful to detect financial crises? |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
| Are critical slowing down indicators useful to detect financial crises? |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
11 |
| Are critical slowing down indicators useful to detect financial crises? |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
28 |
| Are demographic attributes and firm characteristics drivers of gender diversity? Investigating women's positions on French boards of directors |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
114 |
| Bottom-up Investing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
| Capital Asset Pricing Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
37 |
| Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
41 |
| Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
10 |
| Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
77 |
| Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
39 |
| Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Deviation from normality and Sharpe ratio behavior: a brief simulation study |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
| Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
| Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
45 |
| Equity market information and credit risk signaling: A quantile cointegrating regression approach |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
54 |
| Flickering in Information Spreading Precedes Critical Transitions in Financial Markets |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
15 |
| Flickering in Information Spreading Precedes Critical Transitions in Financial Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| From Fault Tree to Credit Risk Assessment: A Case Study |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
113 |
| From Fault Tree to Credit Risk Assessment: A Case Study |
0 |
0 |
0 |
273 |
0 |
0 |
2 |
958 |
| From Fault Tree to Credit Risk Assessment: A Case Study |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
| From Fault Tree to Credit Risk Assessment: An Empirical Attempt |
0 |
0 |
0 |
265 |
0 |
0 |
0 |
929 |
| How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market |
0 |
0 |
0 |
196 |
0 |
1 |
1 |
718 |
| How Does Systematic Risk Impact Stocks? A Study On the French Financial Market |
0 |
0 |
1 |
168 |
0 |
1 |
2 |
534 |
| How Does Systematic Risk Impact Stocks? A Study on the French Financial Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
| How Does Systematic Risk Impact US Credit Spreads? A Copula Study |
0 |
1 |
1 |
704 |
2 |
3 |
4 |
2,146 |
| How does systematic risk impact stocks ? A study on the French financial market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton's Credit Risk Valuation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton's Credit Risk Valuation |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
1,422 |
| Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation |
0 |
0 |
0 |
396 |
0 |
0 |
5 |
981 |
| Investigating the Common Latent Component in Stock Returns: Systematic and Systemic Risk Factors |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
23 |
| Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
12 |
| Investigating the Link between Credit Default Swap Spreads and U.S. Financial Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Is Corporate Bond Market Performance Connected with Stock Market Performance? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
| Linking U.S. CDS Indexes with the U.S. Stock Market: A Three-Dimensional Copula Approach Integrating Market Price and Market Volatility Channels |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
23 |
| Linking the gas and oil markets with the stock market: Investigating the U.S. relationship |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
21 |
| Liquids markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| Model Risk: Caring about Stylized Features of Asset Returns ! |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
| Performance Persistence |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
| Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility |
0 |
0 |
0 |
281 |
0 |
0 |
0 |
674 |
| Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility |
0 |
0 |
0 |
307 |
0 |
0 |
0 |
574 |
| Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
| Risk Disaggregation And Credit Risk Valuation In The Merton Like Way |
0 |
0 |
0 |
345 |
0 |
0 |
0 |
860 |
| Risque de Défaut et Risque de Liquidité: Une Etude de Deux Composantes du Spread de Crédit |
0 |
0 |
2 |
1,260 |
0 |
0 |
5 |
6,236 |
| Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
13 |
| Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| The kiss of information theory that captures systemic risk |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
7 |
| The kiss of information theory that captures systemic risk |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
38 |
| The kiss of information theory that captures systemic risk |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
101 |
| Top down investing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
26 |
| Total Working Papers |
0 |
1 |
6 |
4,595 |
6 |
12 |
59 |
17,187 |
LogEc is hosted by the
Örebro University School of Business.