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Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel - In: Advances in risk management, (pp. 69-85). 2007
Persistent link: https://www.econbiz.de/10003401583
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Sequential procedures for monitoring covariances of asset returns
Bodnar, Olha - In: Advances in risk management, (pp. 241-264). 2007
Persistent link: https://www.econbiz.de/10003401609
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Have volatility transmission patterns between the USA and Spain changed after September 11?
Chuliá, Helena; Climent Diranzo, Francisco J.; … - In: Advances in risk management, (pp. 303-326). 2007
Persistent link: https://www.econbiz.de/10003401626