Emmanouil N. Karimalis
Finance · 2017
A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 29 citations into it
- Economics and Econometrics — 23 citations into it
Whom Emmanouil N. Karimalis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hirotugu Akaike
- Jadran Dobric
- Lawrence R. Glosten
- Germán López-Espinosa
- Markus K. Brunnermeier
- Friedrich Schmid
- Andrew J. Patton
- Ravi Jagannathan
- W. Kang
- Robert F. Engle
Papers from Emmanouil N. Karimalis's perspective
Ordered by how strongly the researchers Emmanouil N. Karimalis trusts endorse each paper. Same corpus, a different order for every researcher.
- Fonctions de repartition a n dimensions et leurs marges
- A framework for assessing the systemic risk of major financial institutions
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- The fundamental principles of financial regulation
- Nonparametric estimation of the lower tail dependence λ L in bivariate copulas
- A new look at the statistical model identification
- The ECB and the Interbank Market (Social Science Research Network)
- Macroprudential capital requirements and systemic risk
- Working Paper # 0001 January 5 , 2012 A Survey of Systemic Risk Analytics
- Econometric Measures of Systemic Risk in the Finance and Insurance Sectors
Their papers
- Measuring systemic risk in the European banking sector: a copula CoVaR approach (2017) — 138 citations