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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000986130
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Information transmission and ownership consolidation in aid programs
Dreher, Axel; Langlotz, Sarah; Marchesi, Silvia - 2016
Persistent link: https://www.econbiz.de/10011544310
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Information transmission within federal fiscal architectures : theory and evidence
Dreher, Axel; Gehring, Kai; Kotsogiannēs, Chrēstos; … - 2016
Persistent link: https://www.econbiz.de/10011521909
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Learning from history : volatility and financial crises
Daníelsson, Jón; Valenzuela, Marcela; Zer, Ilknur - 2018 - This version: January 2018
Persistent link: https://www.econbiz.de/10012204110
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015
area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
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The Alma Mater effect : does foreign education of political leaders influence foreign policy?
Dreher, Axel; Yu, Shu - 2016
Persistent link: https://www.econbiz.de/10011544413
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Network, market, and book-based systemic risk rankings
Leur, Michiel van de; Lucas, André - 2016
We investigate the information content of stock correlation based network measures for systemic risk rankings, such as SIFIRank (based on Google's PageRank). Using European banking data, we first show that SIFIRank is empirically equivalent to a ranking based on average pairwise stock...
Persistent link: https://www.econbiz.de/10011531142
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Buying votes and international organizations : the dirty work-hypothesis
Dreher, Axel; Lang, Valentin; Rosendorff, B. Peter; … - 2018
Persistent link: https://www.econbiz.de/10012037759
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The political economy of multilateral aid funds
Dreher, Axel; Simon, Jenny; Valasek, Justin - 2018
Persistent link: https://www.econbiz.de/10012037845