1

Stress testing interest rate risk exposure

Abdymomunov, Azamat, Gerlach, Jeffrey
Journal:
Journal of Banking & Finance
Year:
2014
Language:
english
File:
PDF, 646 KB
english, 2014
4

Can credit spreads help predict a yield curve?

Abdymomunov, Azamat, Kang, Kyu Ho, Kim, Ki Jeong
Journal:
Journal of International Money and Finance
Year:
2016
Language:
english
File:
PDF, 1.08 MB
english, 2016
7

Predicting output using the entire yield curve

Abdymomunov, Azamat
Journal:
Journal of Macroeconomics
Year:
2013
Language:
english
File:
PDF, 373 KB
english, 2013
8

Worst-Case Scenarios as a Stress Testing Tool for Risk Models

Abdymomunov, Azamat, Blei, Sharon K., Ergashev, Bakhodir
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 457 KB
english, 2011
9

Time variation of CAPM betas across market volatility regimes

Abdymomunov, Azamat, Morley, James
Journal:
Applied Financial Economics
Year:
2011
Language:
english
File:
PDF, 398 KB
english, 2011
10

Approaches to Calculate Tail Quantiles of Compound Distributions

Abdymomunov, Azamat, Curti, Filippo, Kane, Hayden
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 491 KB
english, 2017
12

Predicting Output Using the Entire Yield Curve

Abdymomunov, Azamat
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 360 KB
english, 2011
13

Banking Sector Operational Losses and Macroeconomic Environment

Abdymomunov, Azamat
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 753 KB
english, 2014
15

Regime-Switching Measure of Systemic Financial Stress

Abdymomunov, Azamat
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 319 KB
english, 2011
16

Regime-switching measure of systemic financial stress

Abdymomunov, Azamat
Journal:
Annals of Finance
Year:
2013
Language:
english
File:
PDF, 743 KB
english, 2013