Narrow search
Showing 1 - 10 of 4,701
Cover Image
The comovement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars; Weber, Martin - 2004
Persistent link: https://www.econbiz.de/10002434757
Cover Image
Securitisation bubbles : structured finance with disagreement about default correlations
Broer, Tobias - 2016
Persistent link: https://www.econbiz.de/10011482168
Cover Image
Selecting copulas for risk management
Kole, Erik; Koedijk, Kees; Verbeek, Marno - 2006
Persistent link: https://www.econbiz.de/10003322651
Cover Image
Is a normal copula the right copula?
Amengual, Dante; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011389239
Cover Image
A Monte Carlo procedure for checking identification in DSGE models
Le, Vo Phuong Mai; Minford, Patrick; Wickens, Michael R. - 2013
Persistent link: https://www.econbiz.de/10009748026
Cover Image
Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010342583
Cover Image
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
Cover Image
The behaviour of real exchange rates during the Post-Bretton Woods period : Mark P Taylor and Lucio Sarno
Taylor, Mark P. - 1997
Persistent link: https://www.econbiz.de/10013422399
Cover Image
Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338
Cover Image
Manipulation of metals futures : lessons from sumitomo
Gilbert, Christopher L. - 1997
Persistent link: https://www.econbiz.de/10000619050