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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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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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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 persistence of bank profits : what the stock market implies
Levonian, Mark E. - 1993
Persistent link: https://www.econbiz.de/10000895528
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Output, money and price correlations in a real business cycle model
Huh, Chan-guk - 1990
Persistent link: https://www.econbiz.de/10000867261
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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
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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
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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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Australian banking risk : evidence from share prices
Gizycki, Marianne C.; Levonian, Mark E. - 1994
Persistent link: https://www.econbiz.de/10000891922