Advanced search
Publication Cover
Applied Financial Economics Letters Volume 2, 2006 - Issue 1
Submit an article Journal homepage
35
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

Modelling catastrophic risk in international equity markets: an extreme value approach

John Cotter Centre for Financial Markets, Graduate School of Business, University College Dublin, Blackrock, Co. Dublin, Ireland E-mail: [email protected]
Pages 13-17 | Published online: 19 Aug 2006

Citations (4)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Dennis W. Jansen & Maria Caridad Ortiz. (2007) Stock market risk and dollarization in Ecuador. Applied Financial Economics Letters 3:5, pages 281-286.
Read now

Articles from other publishers (3)

Raúl de Jesús Gutiérrez & Edgar Ortiz. (2013) El efecto de la volatilidad del peso mexicano en los rendimientos y riesgo de la Bolsa Mexicana de Valores. Contaduría y Administración 58:3, pages 89-119.
Crossref
. 2012. Investment Theory and Risk Management. Investment Theory and Risk Management 241 256 .
Rodney N. Sullivan, Steven P. Peterson & David T. Waltenbaugh. (2010) Measuring Global Systemic Risk: What Are Markets Saying about Risk? . The Journal of Portfolio Management 37:1, pages 67-77.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.