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The effect of deficit-reduction laws on real interest rates
Elmendorf, Douglas W. - 1996
Persistent link: https://www.econbiz.de/10000956338
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Modelling dependence in high dimensions with factor copulas
Oh, Dong Hwan; Patton, Andrew J. - 2015
Persistent link: https://www.econbiz.de/10011409384
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Accurate evaluation of expected shortfall for linear portfolios with elliptically distributed risk factors
Dobrev, Dobrislav; Nesmith, Travis D.; Oh, Dong Hwan - 2016
Persistent link: https://www.econbiz.de/10011578299
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Multiple-bank lending : diversification and free-riding in monitoring
Carletti, Elena; Cerasi, Vittoria; Daltung, Sonja - 2004
Persistent link: https://www.econbiz.de/10002110804
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Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan; Lai, Hung-neng - 1999
Persistent link: https://www.econbiz.de/10001415847
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Should America save for its old age? : Population aging, national saving, and fiscal policy
Elmendorf, Douglas W.; Sheiner, Louise - 2000
Persistent link: https://www.econbiz.de/10001469075
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Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates
Jones, Barry E.; Nesmith, Travis D. - 1999
Persistent link: https://www.econbiz.de/10001443058
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Are "market neutral" hedge funds really market neutral?
Patton, Andrew J. - 2004
Persistent link: https://www.econbiz.de/10002815328
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Linear cointegration of nonlinear time series with an application to interest rate dynamics
Jones, Barry E.; Nesmith, Travis D. - 2007
Persistent link: https://www.econbiz.de/10003425995
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Can financial innovation help to explain the reduced volatility of economic activity
Dynan, Karen E.; Elmendorf, Douglas W.; Sichel, Daniel E. - 2005
Persistent link: https://www.econbiz.de/10003234470