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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Ghysels, Eric"
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ECONIS (ZBW)
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Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
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2013
Persistent link: https://www.econbiz.de/10010206904
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2
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
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2017
Persistent link: https://www.econbiz.de/10011717009
Saved in:
3
Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
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