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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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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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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
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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
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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
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Forecasting industrial production using models with business cycle asymmetry
Huh, Chan-guk - 1993
Persistent link: https://www.econbiz.de/10000898542
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Central Bank independence and the costs of disinflation in the EC
Walsh, Carl E. - 1994
Persistent link: https://www.econbiz.de/10000900422
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Money, income, prices and interest rates : a comment
Ingenito, Robert; Trehan, Bharat - 1994
Persistent link: https://www.econbiz.de/10000905750
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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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Optimal policy with limited commitment
Kasa, Kenneth - 1994
Persistent link: https://www.econbiz.de/10000907529