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Evarist Stoja

This is information that was supplied by Evarist Stoja in registering through RePEc. If you are Evarist Stoja , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Evarist
Middle Name:
Last Name:Stoja
RePEc Short-ID:pst657
School of Economics, Finance and Management, Social Sciences Complex, 8 Woodland Road, Clifton, Bristol BS8 1TN, UK
+44 (0) 117 3310603
Bristol, United Kingdom

: 0117 928 8415
0117 928 8577
Priory Road Complex, Priory Road, Bristol, BS8 1TU
RePEc:edi:debriuk (more details at EDIRC)
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  1. Harris, Richard D F & Stoja, Evarist & Tan, Linzhi, 2016. "The dynamic Black-Litterman approach to asset allocation," Bank of England working papers 596, Bank of England.
  2. Chiu, Ching-Wai (Jeremy) & Harris, Richard & Stoja, Evarist & Chin, Michael, 2016. "Financial market volatility, macroeconomic fundamentals and investor sentiment," Bank of England working papers 608, Bank of England.
  3. Richard Harris & Linh Nguyen & Evarist Stoja, 2015. "Extreme Downside Risk and Market Turbulence," Bristol Accounting and Finance Discussion Papers 15/2, School of Economics, Finance, and Management, University of Bristol, UK.
  4. Polanski, Arnold & Stoja, Evarist, 2015. "Extreme risk interdependence," Bank of England working papers 563, Bank of England.
  5. Harris, Richard D. F. & Nguyen, Linh H & Stoja, Evarist, 2015. "Extreme downside risk and financial crises," Bank of England working papers 547, Bank of England.
  6. Arnold Polanski & Evarist Stoja, 2013. "Co-dependence of Extreme Events in High Frequency FX Returns," University of East Anglia Applied and Financial Economics Working Paper Series 040, School of Economics, University of East Anglia, Norwich, UK..
  7. Evarist Stoja & Richard D. F. Harris & Fatih Yilmaz, 2010. "A Cyclical Model of Exchange Rate Volatility," Bristol Economics Discussion Papers 10/618, Department of Economics, University of Bristol, UK.
  8. Evarist Stoja & Arnold Polanski, 2009. "Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management," Bristol Economics Discussion Papers 09/617, Department of Economics, University of Bristol, UK.
  9. Evarist Stoja & Arnold Polanski, 2009. "Dynamic Density Forecasts for Multivariate Asset Returns," Bristol Economics Discussion Papers 09/616, Department of Economics, University of Bristol, UK.
  1. Polanski, Arnold & Stoja, Evarist, 2014. "Co-dependence of extreme events in high frequency FX returns," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 164-178.
  2. Polanski, Arnold & Stoja, Evarist & Zhang, Ren, 2013. "Multidimensional risk and risk dependence," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3286-3294.
  3. Polanski, Arnold & Stoja, Evarist, 2012. "Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management," International Journal of Forecasting, Elsevier, vol. 28(2), pages 343-352.
  4. Arnold Polanski & Evarist Stoja, 2011. "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 523-540, September.
  5. Harris, Richard D.F. & Stoja, Evarist & Yilmaz, Fatih, 2011. "A cyclical model of exchange rate volatility," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3055-3064, November.
  6. Tucker, Jon & Stoja, Evarist, 2011. "Industry membership and capital structure dynamics in the UK," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 207-214, August.
  7. Arnold Polanski & Evarist Stoja, 2010. "Incorporating higher moments into value-at-risk forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(6), pages 523-535.
  8. Richard D. F. Harris & Jian Shen & Evarist Stoja, 2010. "The Limits to Minimum-Variance Hedging," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5-6), pages 737-761.
  9. Richard D. F. Harris & Evarist Stoja & Jon Tucker, 2007. "A simplified approach to modeling the co‐movement of asset returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(6), pages 575-598, 06.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (7) 2010-10-02 2013-03-30 2015-09-18 2015-11-15 2016-01-18 2016-01-29 2016-05-08. Author is listed
  2. NEP-ECM: Econometrics (3) 2010-10-02 2010-10-02 2015-11-15. Author is listed
  3. NEP-BAN: Banking (1) 2010-10-02
  4. NEP-ETS: Econometric Time Series (1) 2013-03-30
  5. NEP-FOR: Forecasting (1) 2010-10-02
  6. NEP-IFN: International Finance (1) 2010-10-02
  7. NEP-MAC: Macroeconomics (1) 2016-09-04
  8. NEP-MON: Monetary Economics (1) 2010-10-02
  9. NEP-MST: Market Microstructure (1) 2013-03-30
  10. NEP-ORE: Operations Research (1) 2010-10-02
  11. NEP-PKE: Post Keynesian Economics (1) 2016-05-08

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