1

The hidden dangers of historical simulation

Year:
2006
Language:
english
File:
PDF, 406 KB
english, 2006
3

A Rational Expectations Model of Financial Contagion

Year:
2002
Language:
english
File:
PDF, 273 KB
english, 2002
4

Evaluating Value at Risk Methodologies: Accuracy versus Computational Time

Year:
1997
Language:
english
File:
PDF, 569 KB
english, 1997
5

A Rational Expectations Model of Financial Contagion

Year:
2002
Language:
english
File:
PDF, 764 KB
english, 2002
6

Knightian uncertainty and interbank lending

Year:
2013
Language:
english
File:
PDF, 252 KB
english, 2013
7

Network effects, cascades and CCP interoperability

Year:
2014
Language:
english
File:
PDF, 542 KB
english, 2014