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International Banking and Liquidity Risk Transmission : Lessons from Across Countries
Buch, Claudia M. - 2016
Network (IBRN), established in 2012, brings together researchers from around the world with access to micro-data on individual …
Persistent link: https://www.econbiz.de/10012988740
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Point, Interval and Density Forecasts of Exchange Rates with Time-Varying Parameter Models
Abbate, Angela - 2016
We explore whether modelling parameter time variation improves the point, interval and density forecasts of nine major exchange rates vis-a-vis the US dollar over the period 1976-2015. We find that modelling parameter time variation is needed for an accurate calibration of forecast confidence...
Persistent link: https://www.econbiz.de/10012987883
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Banks and Sovereign Risk : A Granular View
Buch, Claudia M. - 2016
sovereign bond holdings at the onset of the sovereign debt crisis in Europe …
Persistent link: https://www.econbiz.de/10012988769