7 Treffer für Jahr = "2012 - 2013"

• Catastrophe bonds and systemic risk Weiß, Gregor ; Bostandzic, Denefa ; Irresberger, Felix [Dortmund] : SFB 823, August 26, 2013

• Is tail risk priced in credit default swap premia? Meine, Christian ; Supper, Hendrik ; Weiß, Gregor [Dortmund] : SFB 823, 2013

• Liquidity commonality and risk management Weiß, Gregor ; Supper, Hendrik [Dortmund] : SFB 823, February 29, 2012

• A new set of improved value-at-risk backtests Ziggel, Daniel ; Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013

• Testing for structural breaks in correlation: Does it improve value-at-risk forecasting? Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013

• Why do some insurers become systemically relevant? Weiß, Gregor ; Mühlnickel, Janina [Dortmund] : SFB 823, 2013

• Why do U.S. banks contribute more to global systemic risk Bostandzic, Denefa ; Weiß, Gregor [Dortmund] : SFB 823, 2013