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Federal Reserve Bank of San Francisco
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1
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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2
A comparison of discount rate models using international stock market data
Kasa, Kenneth
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000907530
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3
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
Saved in:
4
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
Saved in:
5
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
Saved in:
6
Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
Saved in:
7
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
Saved in:
8
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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9
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Saved in:
10
Forecasting industrial production using models with business cycle asymmetry
Huh, Chan-guk
-
1993
Persistent link: https://www.econbiz.de/10000898542
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