Narrow search
Showing 1 - 10 of 15
Cover Image
An empirical analysis of bond recovery rates : exploring a stuctural view of default
Covitz, Daniel M.; Han, Song - 2005
Persistent link: https://www.econbiz.de/10002634054
Cover Image
The evolution of a financial crisis : panic in the asset-backed commercial paper market
Covitz, Daniel M.; Liang, Jean Nellie; Suárez, Gustavo A. - 2009
Persistent link: https://www.econbiz.de/10003911899
Cover Image
Financial stability monitoring
Adrian, Tobias; Covitz, Daniel M.; Liang, Jean Nellie - 2013
Persistent link: https://www.econbiz.de/10010424564
Cover Image
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003932724
Cover Image
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
Cover Image
Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481
Cover Image
Systemic risk contributions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2011
Persistent link: https://www.econbiz.de/10009405766
Cover Image
Expected stock returns and variance risk premia
Bollerslev, Tim; Zhou, Hao - 2007
Persistent link: https://www.econbiz.de/10003826928
Cover Image
Term structure of interest rates with regime shifts
Bansal, Ravi; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637850
Cover Image
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637889