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~language:"eng"
~language:"ita"
~language:"kor"
~person:"McAleer, Michael"
~person:"Peydró, José-Luis"
~subject:"Financial crisis"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
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Financial crisis
Volatility
51
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51
Theorie
41
Theory
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Bank lending
37
Kreditgeschäft
37
ARCH model
36
ARCH-Modell
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McAleer, Michael
Peydró, José-Luis
Stulz, René M.
25
Ben-David, Itzhak
12
White, Lawrence J.
10
Caballero, Ricardo J.
8
Minford, Patrick
8
Polo, Andrea
8
Acharya, Viral V.
7
Adrian, Tobias
7
Barrell, Ray
7
Caporale, Guglielmo Maria
7
Davis, E. Philip
7
Gerardi, Kristopher
7
Matthews, Kent
7
Wachtel, Paul
7
Willen, Paul
7
Agarwal, Sumit
6
Degryse, Hans
6
Jiménez, Gabriel
6
Karim, Dilruba
6
Kose, M. Ayhan
6
Le, Vo Phuong Mai
6
Martin, Alberto
6
Meenagh, David
6
Sette, Enrico
6
Acemoglu, Daron
5
Aizenman, Joshua
5
Amromin, Gene
5
Broner, Fernando
5
Colander, David C.
5
Dungey, Mardi H.
5
Freixas, Xavier
5
Nadauld, Taylor D.
5
Ozdaglar, Asuman E.
5
Sala, Luca
5
Sherlund, Shane M.
5
Tahbaz-Salehi, Alireza
5
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5
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
20
Working paper
9
Barcelona GSE working paper series : working paper
6
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
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ECONIS (ZBW)
36
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1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
3
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
4
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
5
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
6
Capital controls, domestic macroprudential policy and the bank lending channel of monetary policy
Fabiani, Andrea
;
López, Martha
;
Peydró, José-Luis
; …
-
2022
-
This draft is from August 2021
Persistent link: https://www.econbiz.de/10012820740
Saved in:
7
Monetary policy, inflation, and crises : new evidence from history and administrative data
Jiménez, Gabriel
;
Kuvshinov, Dmitry
;
Peydró, José-Luis
; …
-
2022
Persistent link: https://www.econbiz.de/10013556838
Saved in:
8
Risk mitigating versus risk shifting : evidence from banks security trading in crises
Peydró, José-Luis
;
Polo, Andrea
;
Sette, Enrico
-
2020
Persistent link: https://www.econbiz.de/10012317170
Saved in:
9
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
10
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
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