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Diversification and bank stability
Liang, Shuo; Moreira, Fernando; Lee, Joosung - In: Economics letters 193 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012509107
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Interest rates and financial fragility
Li, Yang - In: Journal of economic dynamics & control 82 (2017), pp. 195-205
Persistent link: https://www.econbiz.de/10011915565
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Backtesting macroprudential stress tests
Ramadiah, Amanah; Fricke, Daniel; Caccioli, Fabio - In: Journal of economic dynamics & control 137 (2022), pp. 1-33
Persistent link: https://www.econbiz.de/10013464518
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Contagion accounting in stress-testing
Aldasoro, Iñaki; Hüser, Anne-Caroline; Kok Sørensen, … - In: Journal of economic dynamics & control 137 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
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The equilibrium allocation of diffusive and jump risks with heterogeneous agents
Dieckmann, Stephan; Gallmeyer, Michael - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1547-1576
Persistent link: https://www.econbiz.de/10003068779
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Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun; Law, Keith K. F. - In: Economics letters 202 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
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Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian - In: Journal of economic dynamics & control 95 (2018), pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Equal risk pricing under convex trading constraints
Guo, Ivan; Zhu, Song-Ping - In: Journal of economic dynamics & control 76 (2017), pp. 136-151
Persistent link: https://www.econbiz.de/10011817212
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Short-run risk, business cycle, and the value premium
He, Yunhao; Leippold, Markus - In: Journal of economic dynamics & control 120 (2020), pp. 1-36
Persistent link: https://www.econbiz.de/10012503891