2
H index
1
i10 index
27
Citations
Massey University | 2 H index 1 i10 index 27 Citations RESEARCH PRODUCTION: 7 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with M. Humayun Kabir. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Applied Financial Economics | 2 |
Year | Title of citing document |
---|---|
2020 | Risk and risk management of spillover effects: Evidence from the literature. (2020). Eckert, Christian. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:1:p:75-104. Full description at Econpapers || Download paper |
2020 | Empirically assessing and modeling spillover effects from operational risk events in the insurance industry. (2020). Heidinger, Dinah ; Gatzert, Nadine ; Eckert, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:72-83. Full description at Econpapers || Download paper |
2020 | The market impact of systemic risk capital surcharges. (2020). Gündüz, Yalin ; Gunduz, Yalin. In: Discussion Papers. RePEc:zbw:bubdps:092020. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2016 | An improved framework for approximating option prices with application to option portfolio hedging In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2005 | The near-collapse of LTCM, US financial stock returns, and the fed In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
2011 | International diversification with American Depository Receipts (ADRs) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
2017 | Does Corporate Derivative Use Reduce Stock Price Exposure? Evidence From UK Firms In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Back-testing extreme value and Lévy value-at-risk models: Evidence from international futures markets In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2009 | Russian financial crisis, US financial stock returns and the IMF In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2014 | Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team