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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"ECB Working Paper"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Imkeller, Peter"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~type:"book"
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Gil-Alaña, Luis A.
Heckman, James J.
Imkeller, Peter
Klaassen, Franc
Koopman, Siem Jan
Güth, Werner
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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1
Global Credit Risk :
World
, Country and Industry Factors
Schwaab, Bernd
-
2016
sovereign debt crisis. We find that macro and default-specific
world
factors are a primary source of default clustering across …
Persistent link: https://www.econbiz.de/10012988595
Saved in:
2
Systemic Risk Diagnostics : Coincident Indicators and Early Warning Signals
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, Andre
-
2021
components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the
world
. Credit risk conditions …
Persistent link: https://www.econbiz.de/10013316033
Saved in:
3
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
4
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
Saved in:
5
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
6
Random times at which insiders can have free lunches
Imkeller, Peter
-
2001
Persistent link: https://www.econbiz.de/10001618705
Saved in:
7
The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001618711
Saved in:
8
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
9
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
10
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
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