Regime Switches in the Volatility and Correlation of Financial Institutions
Year of publication: |
2012
|
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Authors: | Boudt, Kris |
Other Persons: | Danielsson, Jon (contributor) ; Koopman, Siem Jan (contributor) ; Lucas, Andre (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Bank | Kapitaleinkommen | Capital income | Einlagengeschäft | Deposit banking |
Extent: | 1 Online-Ressource (54 p) |
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Series: | National Bank of Belgium Working Paper ; No. 227 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 3, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2160835 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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