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Federal Reserve Bank of San Francisco
National Bureau of Economic Research
3,771
International Monetary Fund (IMF)
657
International Monetary Fund
530
Forschungsinstitut zur Zukunft der Arbeit
358
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
325
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
235
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212
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37
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Working papers series / Federal Reserve Bank of San Francisco
29
Working Papers in Applied Economic Theory
16
Working Paper Series / Federal Reserve Bank of San Francisco
9
Working paper series / Federal Reserve Bank of San Francisco, Economic Research Department
5
Speech / Federal Reserve Bank of San Francisco
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ECONIS (ZBW)
34
RePEc
28
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1
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:
2
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:
3
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:
4
Robust
estimation
and monetary policy with unobserved structural change
Williams, John C.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002672079
Saved in:
5
Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy
-
1996
Persistent link: https://www.econbiz.de/10000939630
Saved in:
6
Maximum likelihood
estimation
with HP filtered data : an invariance theorem
Cogley, Timothy
-
1994
Persistent link: https://www.econbiz.de/10000905755
Saved in:
7
Testing the strong-form of market discipline : the effects of public market signals on bank
risk
Kwan, Simon H.
-
2004
Persistent link: https://www.econbiz.de/10002705370
Saved in:
8
Currency crises, capital account liberalization, and selection bias
Glick, Reuven
(
contributor
);
Guo, Xueyan
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003156136
Saved in:
9
When in peril, retrench : testing the portfolio channel of contagion
Broner, Fernando
(
contributor
);
Gelos, Gaston
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003156364
Saved in:
10
Monetary policy and the currency denomination of debt : a tale of two equilibria
Chang, Roberto
(
contributor
);
Velasco, Andrés
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003156369
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