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The Australian macro database : an online resource for macroeconomic research in Australia

Behlul, Timur; Panagiotelis, Anastasios; … - 2016

Persistent link: https://www.econbiz.de/10011781904

Minimum variance unbiased maximum likelihood estimation of the extreme value index

Gay, Roger - 2005

Persistent link: https://www.econbiz.de/10003042387

Determinants of sovereign ratings : a comparison of case-based reasoning and ordered probit approaches

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Yip, … - 2005

Persistent link: https://www.econbiz.de/10003042390

An analysis of Watermove water markets

Brooks, Robert; Harris, Edwyna - 2005

Persistent link: https://www.econbiz.de/10003042514

25 years of IIF time series forecasting : a selective review

Gooijer, Jan G. de; Hyndman, Rob J. - 2005

Persistent link: https://www.econbiz.de/10003042542

Another look at measures of forecast accuracy

Hyndman, Rob J.; Koehler, Anne B. - 2005

Persistent link: https://www.econbiz.de/10003042562

On the bimodality of the exact distribution of the TSLS estimator

Forchini, Giovanni - 2005

Persistent link: https://www.econbiz.de/10003042577

Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions : a Monte-Carlo study

Guillén, Osmani Teixeira de Carvalho; Issler, João Victor - 2005

Persistent link: https://www.econbiz.de/10003042610

Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases

Poskitt, Donald Stephen - 2005

Persistent link: https://www.econbiz.de/10003042639

Coco design, risk shifting and financial fragility

Chan, Stephanie; Wijnbergen, Sweder van - 2016 - This version: January 28, 2016

We highlight the ex ante risk-shifting incentives faced by a bank's shareholders/managers when CoCos (contingent convertible capital) are part of the capital structure. The risk shifting incentive arises from the wealth transfers that the shareholders will receive upon the CoCo's conversion...

Persistent link: https://www.econbiz.de/10011441586