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Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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Term premia and interest rate forecasts in affine models
Duffee, Greg (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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How have borrowers fared in banking mega-mergers?
Carow, Kenneth A. (contributor); Kane, Edward J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003159031
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Incorporating equity market information into supervisory monitoring models
Krainer, John (contributor); López, José A. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625087
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The persistence of bank profits : what the stock market implies
Levonian, Mark E. - 1993
Persistent link: https://www.econbiz.de/10000895528
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Network externalities and technology adoption : lessons from electronic payments
Gowrisankaran, Gautam (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001721267
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Fixed-premium deposit insurance and international credit crunches
Spiegel, Mark - 1994
Persistent link: https://www.econbiz.de/10000907524
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Robust estimation and monetary policy with unobserved structural change
Williams, John C. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002672079
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Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy - 1996
Persistent link: https://www.econbiz.de/10000939630