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Owe a bank millions, the bank has a problem : credit concentration in bad times
Agarwal, Sumit; Correa, Ricardo; Morais, Bernardo; … - 2020
Persistent link: https://www.econbiz.de/10012437873
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The replacement of safe assets : evidence from the U.S. bond portfolio
Bertaut, Carol C.; Tabova, Alexandra; Wong, Vivian - 2014
Persistent link: https://www.econbiz.de/10010475313
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The anatomy of financial vulnerabilities and crises
Lee, Seung Jung; Posenau, Kelly E.; Stebunovs, Viktors - 2017
Persistent link: https://www.econbiz.de/10011629958
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Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.; Strauss, Jack - In: Journal of applied econometrics 23 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
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Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity
Sollis, Robert - In: Journal of applied econometrics 20 (2005) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10003027416
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'Here, dollars, dollars...' : estimating currency demand and worldwide currency substitution
Doyle, Brian M. - 2000
Persistent link: https://www.econbiz.de/10001464175
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The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen - In: Journal of applied econometrics 13 (1998) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
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Testing the random walk hypothesis for real exchange rates
Choi, In - In: Journal of applied econometrics 14 (1999) 3, pp. 293-308
Persistent link: https://www.econbiz.de/10001405548
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On nonparametric estimation of a hedonic price function
Haupt, Harry; Schnurbus, Joachim; Tschernig, Rolf - In: Journal of applied econometrics 25 (2010) 5, pp. 894-901
Persistent link: https://www.econbiz.de/10008667438
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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997612