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What is the chance that the equity premium varies over time? : Evidence from predictive regressions
Warusawitharana, Missaka; Wachter, Jessica - 2009
Persistent link: https://www.econbiz.de/10003864788
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The cross section of money market fund risks and financial crises
McCabe, Patrick E. - 2010
Persistent link: https://www.econbiz.de/10008670000
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Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.; Marrone, James - 2010
Persistent link: https://www.econbiz.de/10003995912
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The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel J. - 2010
Persistent link: https://www.econbiz.de/10008655786
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Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2012
Persistent link: https://www.econbiz.de/10009715491
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Credit-crunch dynamics with uninsured investment risk
Goldberg, Jonathan E. - 2013
Persistent link: https://www.econbiz.de/10010424541
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Expectations of functions of stochastic time with application to credit risk modeling
Costin, Ovidiu; Gordy, Michael B.; Huang, Min; … - 2013
Persistent link: https://www.econbiz.de/10010424569
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Credit-crunch dynamics with uninsured investment risk
Goldberg, Jonathan E. - 2013
Persistent link: https://www.econbiz.de/10010431733
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Model risk of risk models
Daníelsson, Jón; James, Kevin; Valenzuela, Marcela; … - 2014
Persistent link: https://www.econbiz.de/10010433427
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Dynamic factor value-at-risk for large, heteroskedastic portfolios
Aramonte, Sirio; Giudice Rodriguez, Marius del; Wu, Jason J. - 2011
Persistent link: https://www.econbiz.de/10009405707