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subject:"Volatility"
~isPartOf:"Journal of banking & finance"
~person:"Cenedese, Gino"
~person:"Girardi, Giulio"
~subject:"Estimation"
~subject:"Germany"
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Cenedese, Gino
Girardi, Giulio
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ECONIS (ZBW)
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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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2
Systemic risk measurement : multivariate GARCH estimation of CoVaR
Girardi, Giulio
;
Ergün, Tolga A.
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3169-3180
Persistent link: https://www.econbiz.de/10009778470
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