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Testing expected shortfall models for derivative positions

Kerkhof, Jeroen (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001773733

The bank's choice of financing and the correlation structure of loan returns

Ioannidou, Vasso P. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001773840

Forecast accuracy after pretesting with an application to the stock market

Danilov, Dmitry L. (contributor); Magnus, Jan R. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001692432

Backtesting for risk-based regulatory capital

Kerkhof, Jeroen (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001733005

Investment policy, internal financing and ownership concentration in the UK

Goergen, Marc (contributor); Renneboog, Luc (contributor) - 2000 - [Elektronische Ressource]

This paper investigates whether investment spending of firms is sensitive to the availability of internal funds. Imperfect capital markets create a hierarchy for the different sources of funds such that investment and financial decisions are not independent. The relation between corporate...