Similar Search Results - EconBiz

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

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

The potential diversification and failure reduction benefits of bank expansion into nonbanking activities

Laderman, Elizabeth S. - Federal Reserve Bank of San Francisco - 2000

BHC expansion into nonbank financial activities may increase or decrease the standard deviation of BHC ROA and/or the probability of bankruptcy of the BHC. Using individual firm data and a new application of a simulated merger methodology, I find the standard deviation minimizing and bankruptcy...

Persistent link: https://www.econbiz.de/10005401585

The potential diversification and failure reduction benefits of bank expansion into nonbanking activities

Laderman, Elizabeth S. - Federal Reserve Bank of San Francisco - 2000

BHC expansion into nonbank financial activities may increase or decrease the standard deviation of BHC ROA and/or the probability of bankruptcy of the BHC. Using individual firm data and a new application of a simulated merger methodology, I find the standard deviation minimizing and bankruptcy...

Persistent link: https://www.econbiz.de/10010702148

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

Lock-in of extrapolative expectations in an asset pricing model

Lansing, Kevin J. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002116841

Government consumption expenditures and the current account

Cavallo, Michèle - 2005

Persistent link: https://www.econbiz.de/10002672078

North-south technological diffusion and dynamic gains from trade

Connolly, Michele (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003156060

Using a long-term interest rate as the monetary policy instrument

McGough, Bruce (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003156111

Transition dynamics in vintage capital models : explaining the postwar catch-up of Germany and Japan

Gilchrist, Simon (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003156157

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