3

Generalized Autoregressive Score Models with Applications

Year:
2012
Language:
english
File:
PDF, 582 KB
english, 2012
7

Has Regionalism Peaked? The Latin American Quagmire and its Lessons

Year:
2012
Language:
english
File:
PDF, 559 KB
english, 2012
14

Empirical credit cycles and capital buffer formation

Year:
2005
Language:
english
File:
PDF, 257 KB
english, 2005
18

Do negative interest rates make banks less safe?

Year:
2017
Language:
english
File:
PDF, 457 KB
english, 2017
30

Discrete versus continuous state switching models for portfolio credit risk

Year:
2006
Language:
english
File:
PDF, 186 KB
english, 2006
32

SETS, arbitrage activity, and stock price dynamics

Year:
2000
Language:
english
File:
PDF, 242 KB
english, 2000
33

Stock selection, style rotation, and risk

Year:
2002
Language:
english
File:
PDF, 226 KB
english, 2002
37

Discrete-Time Financial Planning Models Under Loss-Averse Preferences

Year:
2005
Language:
english
File:
PDF, 237 KB
english, 2005
39

Extreme Returns, Downside Risk, and Optimal Asset Allocation

Year:
1998
Language:
english
File:
PDF, 656 KB
english, 1998
46

Network, market, and book-based systemic risk rankings

Year:
2017
Language:
english
File:
PDF, 1.16 MB
english, 2017
49

Bank business models at zero interest rates

Year:
2017
Language:
english
File:
PDF, 1.34 MB
english, 2017