Narrow search
Showing 1 - 10 of 312
Cover Image
An evaluation framework for alternative VaR models
Bams, Dennis - 2002
Persistent link: https://www.econbiz.de/10013423989
Cover Image
Risk premia in the term structure of interest rates : a panel data approach
Bams, Dennis - 2000
Persistent link: https://www.econbiz.de/10013423017
Cover Image
Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
Cover Image
Trading in style : retail investors vs. institutions
Wolff, Christiaan Cornelis Petrus - 2017
Persistent link: https://www.econbiz.de/10011819201
Cover Image
Contingent capital : the case for COERCs
Pennacchi, George G.; Vermaelen, Theo; Wolff, … - 2010
Persistent link: https://www.econbiz.de/10008747118
Cover Image
Are capital controls in the foreign exchange market effective?
Straetmans, Sefan; Versteeg, Roald; Wolff, Christiaan … - 2008
Persistent link: https://www.econbiz.de/10003676033
Cover Image
Dispersion of beliefs in the foreign exchange market
Jongen, Ron; Verschoor, Willem F. C.; Wolff, Christiaan … - 2008
Persistent link: https://www.econbiz.de/10003676103
Cover Image
Skewness risk premium : theory and empirical evidence
Lehnert, Thorsten; Lin, Yuehao; Wolff, Christiaan … - 2013
Persistent link: https://www.econbiz.de/10009723118
Cover Image
Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia; Jin, Xisong; Lehnert, Thorsten; … - In: Journal of empirical finance 33 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011556851
Cover Image
Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia; Jin, Xisong; Lehnert, Thorsten; … - 2012
Persistent link: https://www.econbiz.de/10009679871