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~institution:"The Wharton Financial Institutions Center"
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Cummins, John David
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Fernando, Chitru S.
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Schuermann, Til
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Allen, Franklin
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The Wharton Financial Institutions Center
National Bureau of Economic Research
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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C.E.P.R. Discussion Papers
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Taiwan
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Springer Fachmedien Wiesbaden
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ECONIS (ZBW)
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Liquidity
shocks, systemic risk, and market collapse : theory and application to the market for perps
Fernando, Chitru S.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656753
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2
Weather forecasting for weather derivatives
Campbell, Sean D.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001728054
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3
Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
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4
Actuarially consistent valuation of catastrophe derivatives
Muermann, Alexander
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785531
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5
Measurement and estimation of credit migration matrices
Schuermann, Til
(
contributor
);
Jafry, Yusuf
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754507
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6
Consolidation in the European insurance industry : do mergers and acquisitions create value for shareholders?
Cummins, John David
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002098475
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7
An empirical analysis of the economic impact of federal terrorism reinsurance
Brown, Jeffrey R.
;
Cummins, John David
;
Lewis, …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002098496
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8
Asset price bubbles and monetary policy
Allen, Franklin
(
contributor
);
Gale, Douglas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657339
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9
Corporate governance and equity Prices
Gompers, Paul A.
(
contributor
);
Ishii, Joy L.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685926
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10
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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