REVISTA

Journal of Risk and Financial Management

ISSN: 1911-8074 Frecuencia: 4 Formato: Electr�nica

Tablas de contenido

4 art�culos asociados

On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?	Acceso
Ana-Maria Fuertes and Jose Olmo

The Nexus between Social Capital and Bank Risk Taking	Acceso
Wenjing Xie, Haoyuan Ding and Terence Tai-Leung Chong

The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective	Acceso
Giovanni Bonaccolto and Massimiliano Caporin

Probability of Default and Default Correlations	Acceso
Weiping Li