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ECONIS (ZBW)
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1
Modeling
loss
given default with stochastic collateral
Frontczak, Robert
;
Rostek, Stefan
- In:
Economic modelling
44
(
2015
),
pp. 162-170
Persistent link: https://www.econbiz.de/10011326261
Saved in:
2
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
3
Income tax deductions for losses as insurance revisited
Wu, T. C. Michael
;
Yang, C. C.
- In:
Economic modelling
41
(
2014
),
pp. 274-280
Persistent link: https://www.econbiz.de/10010439191
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4
The welfare effect of income tax deductions for losses as insurance : insured- versus insurer-sided adverse selection
Wu, T. C. Michael
;
Yang, C. C.
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2641-2645
Persistent link: https://www.econbiz.de/10009673630
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5
Loss
aversion and market crashes
Ouzan, Samuel
- In:
Economic modelling
92
(
2020
),
pp. 70-86
Persistent link: https://www.econbiz.de/10012429593
Saved in:
6
Loss
aversion and inefficient general equilibrium over the business cycle
Li, Meng
- In:
Economic modelling
118
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014229224
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7
Nonlinearity in ASEAN-5 export-led growth model : empirical evidence from nonparametric approach
Lim, Shiok Ye
;
Ho, Chong Mun
- In:
Economic modelling
32
(
2013
),
pp. 136-145
Persistent link: https://www.econbiz.de/10009760682
Saved in:
8
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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9
Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Economic modelling
50
(
2015
),
pp. 254-265
Persistent link: https://www.econbiz.de/10011440563
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10
A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.
;
Silvapulle, Paramsothy
;
Silvapulle, …
- In:
Economic modelling
42
(
2014
),
pp. 230-242
Persistent link: https://www.econbiz.de/10010478162
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