Research output per year
Research output per year
Personal profile
Research interests
My main research fields are applied financial econometrics, risk modelling and management and asset pricing. I also have interests in portfolio management, extreme events and financial stability. Here is a link to some of my papers.
See my personal website for details.
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Dive into the research topics where Evarist Stoja is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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An Unconventional FX Tail Risk Story
Canon, C., Gerba, E., Pambira, A. & Stoja, E., 1 Oct 2024, In: Journal of International Money and Finance. 148, p. 1-27 27 p., 103152.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access -
The Taxonomy of Tail Risk
Stoja, E., Polanski, A. & Nguyen, L., 9 Jul 2024, (E-pub ahead of print) In: Journal of Financial Research. 24 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access1 Citation (Scopus) -
Does Systematic Tail Risk Matter?
Stoja, E., Polanski, A., Nguyen, L. & Pereverzin, A., 1 Jan 2023, In: Journal of International Financial Markets, Institutions and Money. 82, January, 14 p., 101698.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access7 Citations (Scopus)