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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of monetary economics"
~person:"Engle, Robert F."
~subject:"EU countries"
~subject:"Theory"
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Volatility
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Engle, Robert F.
Kaiser, Ulrich
7
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Discussion paper
Journal of monetary economics
Discussion paper / Department of Economics, University of California San Diego
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Working paper / National Bureau of Economic Research, Inc.
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Forecasting volatility in the financial markets
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Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah J.
- In:
Journal of monetary economics
65
(
2014
),
pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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