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~institution:"Brown University / Department of Economics"
~institution:"Federal Reserve System / Division of Research and Statistics"
~subject:"Bankrisiko"
~subject:"Comparison"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Bankrisiko
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Brown University / Department of Economics
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10
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National Institute of Economic and Social Research
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University of Canterbury / Dept. of Economics and Finance
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Canadian Tax Foundation
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Christian-Albrechts-Universität zu Kiel
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Finance and economics discussion series
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ECONIS (ZBW)
9
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1
Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel
-
1997
Persistent link: https://www.econbiz.de/10000956693
Saved in:
2
Securitization, risk, and the liquidity problem in banking
Berger, Allen N.
;
Udell, Gregory F.
-
1991
Persistent link: https://www.econbiz.de/10000962409
Saved in:
3
On the evaluation of economic mobility
Gottschalk, Peter
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001585671
Saved in:
4
Bank equity values, bank risk, and the implied market value of banks' assets, liabilities and deposit insurance
Kuester, Kathleen A.
;
O'Brien, James M.
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000918916
Saved in:
5
The importance of market psychology in the determination of stock market volatility
Duffee, Greg
-
1990
Persistent link: https://www.econbiz.de/10000929486
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6
P* revisited : money-based inflation forecasts with a changing equilibrium velocity
Orphanides, Athanasios
-
1998
Persistent link: https://www.econbiz.de/10000990011
Saved in:
7
Interbank payments and the daily federal funds rate
Furfine, Craig H.
-
1998
Persistent link: https://www.econbiz.de/10000990237
Saved in:
8
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
9
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
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