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| 2007 | Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital
RePEc:eme:jrfpps:v:8:y:2007:i:4:p:330-348 [Citation Analysis] | 5 |
| 2006 | Approximating the growth optimal portfolio with a diversified world stock index
RePEc:eme:jrfpps:v:7:y:2006:i:5:p:558-574 [Citation Analysis] | 5 |
| 2007 | Securitization and risk: empirical evidence on US banks
RePEc:eme:jrfpps:v:8:y:2007:i:1:p:11-23 [Citation Analysis] | 3 |
| 2006 | Credit-default swap rates and equity volatility: a nonlinear relationship
RePEc:eme:jrfpps:v:7:y:2006:i:4:p:348-371 [Citation Analysis] | 2 |
| 2007 | Why hedge? Rationales for corporate hedging and value implications
RePEc:eme:jrfpps:v:8:y:2007:i:5:p:434-449 [Citation Analysis] | 2 |
| 2008 | On loss-avoiding payoff distribution in a dynamic portfolio management problem
RePEc:eme:jrfpps:v:9:y:2008:i:2:p:151-172 [Citation Analysis] | 2 |
| 2005 | Modeling risk for long and short trading positions
RePEc:eme:jrfpps:v:6:y:2005:i:3:p:226-238 [Citation Analysis] | 2 |
| 2007 | On the use of value at risk for managing foreign-exchange exposure in large portfolios
RePEc:eme:jrfpps:v:8:y:2007:i:3:p:260-287 [Citation Analysis] | 2 |
| 2005 | Asset and liability management in financial crisis
RePEc:eme:jrfpps:v:6:y:2005:i:2:p:135-149 [Citation Analysis] | 1 |
| 2005 | The effect of capital structure on profitability: an empirical analysis of listed firms in Ghana
RePEc:eme:jrfpps:v:6:y:2005:i:5:p:438-445 [Citation Analysis] | 1 |
| 2007 | Mapping corporate drift towards default: Part 1: a market-based approach
RePEc:eme:jrfpps:v:8:y:2007:i:1:p:35-45 [Citation Analysis] | 1 |
| 2008 | Jump liquidity risk and its impact on CVaR
RePEc:eme:jrfpps:v:9:y:2008:i:5:p:477-492 [Citation Analysis] | 1 |
| 2005 | Coping with credit risk
RePEc:eme:jrfpps:v:6:y:2005:i:2:p:118-134 [Citation Analysis] | 1 |
| 2006 | Foreign-exchange trading risk management with value at risk: Case analysis of the Moroccan market
RePEc:eme:jrfpps:v:7:y:2006:i:3:p:273-291 [Citation Analysis] | 1 |
| 2005 | Examining risk reporting in UK public companies
RePEc:eme:jrfpps:v:6:y:2005:i:4:p:292-305 [Citation Analysis] | 1 |
| 2007 | Managing credit risk with info-gap uncertainty
RePEc:eme:jrfpps:v:8:y:2007:i:1:p:24-34 [Citation Analysis] | 1 |
| 2011 | The structural fragility of financial systems: Analysis and modeling implications for early warning systems
RePEc:eme:jrfpps:v:11:y:2011:i:4:p:270-290 [Citation Analysis] | 1 |
| 2006 | Predicting probability of default of Indian corporate bonds: logistic and Z-score model approaches
RePEc:eme:jrfpps:v:7:y:2006:i:3:p:255-272 [Citation Analysis] | 1 |
| 2007 | Input hedging: generalizations
RePEc:eme:jrfpps:v:8:y:2007:i:3:p:309-312 [Citation Analysis] | 1 |
| 2008 | Development in Islamic banking: a financial risk-allocation approach
RePEc:eme:jrfpps:v:9:y:2008:i:1:p:40-51 [Citation Analysis] | 1 |
| 2006 | The use of spectral analysis in insurance cycle research
RePEc:eme:jrfpps:v:7:y:2006:i:2:p:177-188 [Citation Analysis] | 1 |
| 2005 | An autoregressive conditional duration model of credit-risk contagion
RePEc:eme:jrfpps:v:6:y:2005:i:3:p:208-225 [Citation Analysis] | 1 |
| 2007 | Impacts of interval measurement on studies of economic variability: Evidence from stock market variability forecasting
RePEc:eme:jrfpps:v:8:y:2007:i:5:p:489-507 [Citation Analysis] | 1 |
| 2006 | Business cycles in insurance and reinsurance: the case of France, Germany and Switzerland
RePEc:eme:jrfpps:v:7:y:2006:i:2:p:160-176 [Citation Analysis] | 1 |
| 2007 | Systemic risk in modern financial systems: analytics and policy design
RePEc:eme:jrfpps:v:8:y:2007:i:2:p:156-165 [Citation Analysis] | 1 |
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.
