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Federal Reserve Bank of San Francisco
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Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
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contributor
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2004
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[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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3
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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4
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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5
A comparison of discount rate models using international stock market data
Kasa, Kenneth
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1994
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Rev
Persistent link: https://www.econbiz.de/10000907530
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6
Australian banking risk : evidence from share prices
Gizycki, Marianne C.
;
Levonian, Mark E.
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1994
Persistent link: https://www.econbiz.de/10000891922
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7
The persistence of bank profits : what the stock market implies
Levonian, Mark E.
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1993
Persistent link: https://www.econbiz.de/10000895528
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