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ECONIS (ZBW)
92
RePEc
55
Showing
1
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147
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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
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:
3
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
Saved in:
4
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
Saved in:
5
Bank intermediation and liquidity effects in the presence of a frictionless bond market
Tor Einarsson
(
contributor
);
Marquis, Milton H.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578181
Saved in:
6
Output, money and price correlations in a real business cycle model
Huh, Chan-guk
-
1990
Persistent link: https://www.econbiz.de/10000867261
Saved in:
7
The international transmission of shocks: foreign bank branches in Hong Kong during crises
Kwan, Simon H.
;
Wong, Eric T.C.
;
Hui, Cho-hoi
-
Federal Reserve Bank of San Francisco
-
2014
the liquidity crunch in home country, suggesting that global banks manage their liquidity
risk
globally. After the central …
Persistent link: https://www.econbiz.de/10010960453
Saved in:
8
The great mortgaging: housing finance, crises, and business cycles
Jorda, Oscar
;
Schularick, Moritz
;
Taylor, Alan M.
-
Federal Reserve Bank of San Francisco
-
2014
This paper unveils a new resource for macroeconomic research: a long-run dataset covering disaggregated bank credit for 17 advanced economies since 1870. The new data show that the share of mortgages on banks’ balance sheets doubled in the course of the 20th century, driven by a sharp rise of...
Persistent link: https://www.econbiz.de/10011026939
Saved in:
9
Betting the house
Jorda, Oscar
;
Schularick, Moritz
;
Taylor, Alan M.
-
Federal Reserve Bank of San Francisco
-
2014
, materially heighten the
risk
of financial crises. Both effects have become stronger in the postwar era. …
Persistent link: https://www.econbiz.de/10011114889
Saved in:
10
Using securities market information for bank supervisory monitoring
Krainer, John
;
Lopez, Jose A.
-
Federal Reserve Bank of San Francisco
-
2004
Bank supervisors in the United States conduct comprehensive on-site inspections of bank holding companies (BHCs) and assign them a supervisory rating meant to summarize their overall condition. We develop an empirical forecasting model of these ratings that combines supervisory and securities...
Persistent link: https://www.econbiz.de/10005721464
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