CORE
🇺🇦Â
 make metadata, not war
Services
Research
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
Filters
5 research outputs found
International Evidence on GFC-Robust Forecasts for Risk Management Under the Basel Accord
Author
C Borio
C P�rignon
+33Â more
D B Nelson
F Black
G Stahl
G Zumbauch
J A Lopez
J Berkowitz
J.-A Jimenez-Martin
Juan-Angel Jiménez-Martin
L Glosten
M Caporin
M Caporin
M Gizycki
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
Michael McAleer
Michael Mcaleer
Michael Mcaleer
N Shephard
P H Franses
P Jorion
R F Engle
Riskmetrics
S Ling
S Ling
S Ling
S Ling
T Bollerslev
Teodosio Perez Amaral
W K Li
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
Full text link
Crossref
Currency Hedging Strategies Using Dynamic Multivariate GARCH
Author
A A Balkema
A Chakraborty
+58Â more
A F Herbs
A Hakim
A J Mcneil
April
C.-L Chang
Chia-Lin Chang
D B Nelson
D Lien
F Black
F X Diebold
F X Diebold
G Stahl
G Zumbauch
H Bystrom
J L Stein
J P Riskmetrics
J Pickands
Juan-Angel Jiménez-Martin
K F Kroner
K F Kroner
K F Kroner
L Bauwens
L Glosten
L H Ederington
L L Johnson
Lydia González Serrano
M Caporin
M Caporin
M Caporin
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
N Shephard
P
P Christoffersen
P Embrechts
P H Franses
P Kupiec
P Santos
R D Ripple
R F Engle
R F Engle
R F Engle
R Giacomini
R Smith
R T Baillie
R T Baillie
S Haqmmoudeh
S Ling
S Ling
S Ling
T Bollerslev
T Bollerslev
T Bollerslev
W H Chan
W K Li
Y H Ku
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
Full text link
Crossref
GFC-Robust Risk Management Strategies under the Basel Accord
Author
C Borio
C P�rignon
+33Â more
D B Nelson
F Black
G Stahl
G Zumbauch
J A Lopez
J Berkowitz
J.-A Jimenez-Martin
Juan-Angel Jiménez-Martin
L Glosten
M Caporin
M Caporin
M Gizycki
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
Michael McAleer
Michael Mcaleer
N Shephard
P H Franses
P Jorion
R F Engle
R Giacomini
Riskmetrics
S Ling
S Ling
S Ling
S Ling
T Bollerslev
Teodosio Perez Amaral
W K Li
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
Full text link
Crossref
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Author
C Borio
C P�rignon
+31Â more
D B Nelson
F Black
F Cannata
G Stahl
G Zumbauch
J Berkowitz
J.-A Jimenez-Martin
Juan-Angel Jiménez-Martin
L Glosten
M Caporin
M Caporin
M Gizycki
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
Michael McAleer
N Shephard
P H Franses
P Jorion
R F Engle
S Ling
S Ling
S Ling
S Ling
T Bollerslev
T M Riskmetrics
Teodosio Perez Amaral
W K Li
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
Crossref
Risk Management of Risk Under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Author
24% 28%
B Huskaj
+39Â more
C Borio
C P�rignon
Chia-Lin Chang
D B Nelson
F Black
G Stahl
G Zumbauch
J A Lopez
J Berkowitz
J.-A Jimenez-Martin
Juan-Angel Jiménez-Martin
L Glosten
M Caporin
M Caporin
M Gizycki
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
M Mcaleer
Michael McAleer
N Shephard
P H Franses
P Jorion
R E Whaley
R F Engle
Riskmetrics
S Ling
S Ling
S Ling
S Ling
T Bollerslev
Teodosio Perez Amaral
W K Li
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
No full text
