Search results
- 1.0542212 - NHU-C 2022 RIV NL eng J - Journal Article
Matyska, Branka
Salience, systemic risk and spectral risk measures as capital requirements.
Journal of Economic Dynamics & Control. Roč. 125, April (2021), č. článku 104085. ISSN 0165-1889. E-ISSN 1879-1743
Institutional support: Progres-Q24
Keywords : systemic risk * probability weighting * spectral risk measures
OECD category: Applied Economics, Econometrics
Impact factor: 1.620, year: 2021
Method of publishing: Limited access
https://doi.org/10.1016/j.jedc.2021.104085
Permanent Link: http://hdl.handle.net/11104/0319695 - 2.0523037 - ÚTIA 2020 JP eng V - Research Report
Brož, V. - Kočenda, Evžen
Mortgage-related bank penalties and systemic risk among U.S. banks.
Kyoto: Kyoto University, 2020. 35 s. KIER Discussion Papers, 1024.
Institutional support: RVO:67985556
Keywords : mortgage * penalty * systemic risk
OECD category: Finance
http://www.kier.kyoto-u.ac.jp/DP/DP1024.pdf
Permanent Link: http://hdl.handle.net/11104/0307877 - 3.0495171 - ÚTIA 2019 RIV GB eng J - Journal Article
Baruník, Jozef - Křehlík, Tomáš
Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk.
Journal of Financial Econometrics. Roč. 16, č. 2 (2018), s. 271-296. ISSN 1479-8409. E-ISSN 1479-8417
R&D Projects: GA ČR(CZ) GA16-14179S
Institutional support: RVO:67985556
Keywords : connectedness * frequency * spectral analysis * systemic risk
OECD category: Applied Economics, Econometrics
Impact factor: 1.902, year: 2018
http://library.utia.cas.cz/separaty/2018/E/barunik-0495171.pdf
Permanent Link: http://hdl.handle.net/11104/0288956 - 4.0494081 - NHU-C 2019 RIV US eng J - Journal Article
Begušić, S. - Kostanjčar, Z. - Kovač, Dejan - Stanley, H. E. - Podobnik, B.
Information feedback in temporal networks as a predictor of market crashes.
Complexity. Roč. 2018, č. 2018 (2018), s. 1-13, č. článku 2834680. ISSN 1076-2787. E-ISSN 1099-0526
Institutional support: Progres-Q24
Keywords : agent-based models * financial-markets * systemic risk
OECD category: Finance
Impact factor: 2.591, year: 2018
Permanent Link: http://hdl.handle.net/11104/0287311 - 5.0433271 - ÚTIA 2015 RIV US eng J - Journal Article
Derviz, Alexis
Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks.
Journal of Financial Stability. Roč. 14, Special Issue (2014), s. 23-34. ISSN 1572-3089. E-ISSN 1878-0962
R&D Projects: GA ČR GA13-11983S
Institutional support: RVO:67985556
Keywords : collateral * systemic risk * merchant bank * CoCo
Subject RIV: AH - Economics
Impact factor: 1.506, year: 2014
http://library.utia.cas.cz/separaty/2014/E/derviz-0433271.pdf
Permanent Link: http://hdl.handle.net/11104/0238368