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Forecasting stock market volatility and information content of implied volatility indexPati, Pratap Chandra; Barai, Parama; Rajib, Prabina · Applied Economics · 2017
The Role of the Volatility Index in Asset Pricing: The Case of the Indian Stock MarketChandra Pati, Pratap; Rajib, Prabina; Barai, Parama · The Quarterly Review of Economics and Finance · 2019
Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futuresPati, Pratap Chandra; Rajib, Prabina · Applied Economics Letters · 2011
Forecasting Retail Portfolio Credit RiskRÖSCH, DANIEL; SCHEULE, HARALD · The Journal of Risk Finance · 2004
Risk minimization under budget constraintsLee, Kiseop · The Journal of Risk Finance · 2008
Jointly estimating jump betasPolimenis, Vassilis; Papantonis, Ioannis · The Journal of Risk Finance · 2014
Forecasting bank credit ratingsGogas, Periklis; Papadimitriou, Theophilos; Agrapetidou, Anna · The Journal of Risk Finance · 2014
The risk management of everythingPOWER, MICHAEL · The Journal of Risk Finance · 2004
Learn from insurance: cyber boreMainelli, Michael · The Journal of Risk Finance · 2012
Capital requirements or pricing constraints?Schlütter, Sebastian · The Journal of Risk Finance · 2014
Capital Markets and Insurance CyclesKARL, KURT; HOLZHEU, THOMAS; RATURI, MAYANK · The Journal of Risk Finance · 2003