• 190 Citations
  • 8 h-Index
20062017
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Research Output 2006 2017

  • 190 Citations
  • 8 h-Index
  • 9 Article
  • 2 Conference contribution
  • 1 Chapter
2017
9 Citations (Scopus)
Monitoring
IT governance
IT value
Financial markets
Turnover
2015
19 Citations (Scopus)

Composite goodness-of-fit tests for left-truncated loss samples

Chernobay, A., Rachev, S. T. & Fabozzi, F. J., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 575-596 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Goodness of Fit Test
Composite
Goodness of fit
Quantile
Tail

Linking Operational IT failures to IT control weaknesses

Benaroch, M. & Chernobay, A., 2015, 2015 Americas Conference on Information Systems, AMCIS 2015. Americas Conference on Information Systems

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Availability
Hardware
2014
8 Citations (Scopus)

Information asymmetry around operational risk announcements

Barakat, A., Chernobay, A. & Wahrenburg, M., 2014, In : Journal of Banking and Finance. 48, p. 152-179 28 p.

Research output: Contribution to journalArticle

Announcement
Asymmetry of information
Operational risk
Information asymmetry
Risk management
2013
3 Citations (Scopus)
Material weakness
Japanese firms
Financial instruments
Disclosure
Main bank
5 Citations (Scopus)

Is Selection Bias Inherent in Housing Transactions? An Equilibrium Approach

Chernobay, A. & Chernobai, E., Dec 2013, In : Real Estate Economics. 41, 4, p. 887-924 38 p.

Research output: Contribution to journalArticle

Selection bias
Clientele
Buyers
Empirical evidence
Price index
2012
21 Citations (Scopus)
Availability
Arsenals
Economics
Internal control
Market value
2011
31 Citations (Scopus)
Economics
Lenses
Availability
62 Citations (Scopus)

The determinants of operational risk in U.S. financial institutions

Chernobay, A., Jorion, P. & Yu, F., Dec 2011, In : Journal of Financial and Quantitative Analysis. 46, 6, p. 1683-1725 43 p.

Research output: Contribution to journalArticle

Operational risk
Financial institutions
Credit risk
Salary
Bonuses
2008
1 Citation (Scopus)

IS-related operational risk: An exploratory analysis

Goldstein, J., Benaroch, M. & Chernobay, A., 2008, 14th Americas Conference on Information Systems, AMCIS 2008. Vol. 4. p. 2509-2514 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

information system
Information systems
event
Risk management
risk management
18 Citations (Scopus)

The dynamics of operational loss clustering

Chernobay, A. & Yildirim, Y., Dec 2008, In : Journal of Banking and Finance. 32, 12, p. 2655-2666 12 p.

Research output: Contribution to journalArticle

Clustering
Operational risk
Trigger
Commercial banks
Empirical analysis
2006
13 Citations (Scopus)

Modelling catastrophe claims with left-truncated severity distributions

Chernobay, A., Burnecki, K., Rachev, S., Trück, S. & Weron, R., Dec 2006, In : Computational Statistics. 21, 3-4, p. 537-555 19 p.

Research output: Contribution to journalArticle

Truncated Distributions
Catastrophe
Insurance
Non-homogeneous Poisson Process
Consistent Estimation