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52 Publications
2024 | Journal Article | LibreCat-ID: 34802
Herwald, Sarah, et al. “The Conditional Impact of Market Consolidation and Market Power on Banking Stability – Evidence from Europe.” Journal of Risk Finance, 2024, doi:https://doi.org/10.1108/JRF-03-2023-0075.
LibreCat
| DOI
2023 | Working Paper | LibreCat-ID: 34798
Herwald, Sarah, et al. The Conditional Impact of Market Consolidation and Market Power on Banking Stability – Evidence from Europe.
LibreCat
2022 | Journal Article | LibreCat-ID: 13147
Wengerek, Sascha Tobias, et al. “Risk Allocation through Securitization – Evidence from Non-Performing Loans.” The Quarterly Review of Economics and Finance, vol. Vol. 86 (11), Elsevier, 2022, pp. 48–64, doi:https://doi.org/10.1016/j.qref.2022.06.005.
LibreCat
| DOI
2022 | Journal Article | LibreCat-ID: 35992
Letmathe, Sebastian, et al. “Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall.” Journal of Risk, vol. 25, no. 2.
LibreCat
2022 | Journal Article | LibreCat-ID: 29317
Letmathe, Sebastian, et al. “Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall.” Journal of Risk, doi:10.21314/JOR.2022.044.
LibreCat
| DOI