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type_genre:"Article in journal"
~person:"Barışık, Salih"
~person:"Borio, Claudio E. V."
~person:"Exel, N. J. A. van"
~person:"Recchioni, Maria Cristina"
~subject:"Forecasting model"
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Barışık, Salih
Borio, Claudio E. V.
Exel, N. J. A. van
Recchioni, Maria Cristina
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From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Saved in:
2
Stress-testing macro stress testing : does it live up to expectations?
Borio, Claudio E. V.
;
Drehmann, Mathias
;
Tsatsaronis, Kostas
- In:
Journal of financial stability
12
(
2014
),
pp. 3-15
Persistent link: https://www.econbiz.de/10011285082
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