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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
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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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Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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Currency crises, capital account liberalization, and selection bias
Glick, Reuven (contributor); Guo, Xueyan (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003156136
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When in peril, retrench : testing the portfolio channel of contagion
Broner, Fernando (contributor); Gelos, Gaston (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003156364
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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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Deposit insurance, regulatory forbearance and economic growth : implications for the Japanese banking crisis
Dekle, Robert (contributor); Kletzer, Kenneth (contributor) - 2004
Persistent link: https://www.econbiz.de/10003156361
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The value of knowledge spillovers
Deng, Yi (contributor) - 2005
Persistent link: https://www.econbiz.de/10003159279
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Monetary policy under uncertainty in micro-founded macroeconometric models
Levin, Andrew T.; Onatski, Alexei; Williams, John C.; … - 2005
Persistent link: https://www.econbiz.de/10003159313