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From value at risk to stress testing : the extreme value approach
Longin, François M. - 1999
Persistent link: https://www.econbiz.de/10013422797
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Understanding the sources of macroeconomic uncertainty
Rossi, Barbara; Selhposyan, Tatevik; Soupre, Mattheiu - 2016
Persistent link: https://www.econbiz.de/10011524338
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011708502
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Macroeconomic derivatives : an initial analysis of market-based macro forecasts, uncertainty and risk
Gürkaynak, Refet S.; Wolfers, Justin - 2006
Persistent link: https://www.econbiz.de/10003284751
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The political cost of reforms
Bonfiglioli, Alessandra; Gancia, Gino Alessandro - 2011
Persistent link: https://www.econbiz.de/10009260174
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Tariff scares : trade policy uncertainty and foreign market entry by Chinese firms
Crowley, Meredith A.; Song, Huasheng; Meng, Ning - 2016
Persistent link: https://www.econbiz.de/10011609056
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Forecasting with a Bayesian DSGE model : an application to the Euro area
Smets, Frank - 2004
Persistent link: https://www.econbiz.de/10013424534
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Investment incentives and auction design in electricity markets
Fabra, Natalia; Fehr, Nils-Henrik M. von der; Frutos, … - 2008
Persistent link: https://www.econbiz.de/10003640509
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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Screening with an approximate type space
Madarász, Kristóf; Prat, Andrea - 2010
Persistent link: https://www.econbiz.de/10003994570